Backward doubly SDEs and SPDEs with superlinear growth generators
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Publication:2951892
DOI10.1142/S0219493717500095zbMath1355.60070OpenAlexW2342403690MaRDI QIDQ2951892
Badreddine Mansouri, Ahmed Mtiraoui, Rafika Gatt, Khaled Bahlali
Publication date: 10 January 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493717500095
stochastic partial differential equationsbackward doubly stochastic differential equationsSobolev solutions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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