Backward doubly stochastic differential equations and systems of quasilinear SPDEs (Q1326279)

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Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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    Backward doubly stochastic differential equations and systems of quasilinear SPDEs (English)
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    14 July 1994
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    We introduce a new class of backward stochastic differential equations, which allows us to produce a probabilistic representation of certain quasilinear stochastic partial differential equations, thus extending the Feynman-Kac formula for linear SPDE's.
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    backward stochastic differential equations
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    Feynman-Kac formula
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