Backward doubly SDEs and SPDEs with superlinear growth generators (Q2951892)

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English	Backward doubly SDEs and SPDEs with superlinear growth generators	scientific article

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instance of

scholarly article

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title

Backward doubly SDEs and SPDEs with superlinear growth generators (English)

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zbMATH Open document ID

1355.60070

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DOI

10.1142/S0219493717500095

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Stochastics and Dynamics

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publication date

10 January 2017

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Mathematics Subject Classification ID

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backward doubly stochastic differential equations

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stochastic partial differential equations

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Sobolev solutions

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MaRDI profile type

MaRDI publication profile

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cites work

Q2725610

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Representation theorems for SPDEs via backward doubly SDEs

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Backward stochastic differential equations with locally Lipschitz coefficient

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Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient

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Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

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Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient

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Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs

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Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator

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Stochastic optimal control and BSDEs with logarithmic growth

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Weak solutions for SPDE's and backward doubly stochastic differential equations

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Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

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Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I

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Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.

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Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs

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Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem

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Strong uniqueness for an SPDE via backward doubly stochastic differential equations

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Stochastic flows acting on Schwartz distributions

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Generalized solutions of a stochastic partial differential equation

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A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations

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An approximation result for nonlinear SPDEs with Neumann boundary conditions

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Backward doubly stochastic differential equations and systems of quasilinear SPDEs

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Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type

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Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

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BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs

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Stationary solutions of SPDEs and infinite horizon BDSDEs

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Backward doubly stochastic differential equations with infinite time horizon.

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A class of backward doubly stochastic differential equations with discontinuous coefficients

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full work available at URL

https://doi.org/10.1142/s0219493717500095

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OpenAlex ID

W2342403690

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Mathematics(1 entry)

mardi Publication:2951892