Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (Q450798)
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scientific article; zbMATH DE number 6082660
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| English | Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) |
scientific article; zbMATH DE number 6082660 |
Statements
Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (English)
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14 September 2012
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fractional Brownian motion
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backward doubly stochastic differential equation
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stochastic partial differential equation
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Russo-Vallois integral
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Doss-Sussmann transformation
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stochastic viscosity solution
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0.9124796390533448
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0.8898072838783264
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0.8343216776847839
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0.8315035104751587
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0.826016902923584
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