Stochastic partial integral-differential equations with divergence terms
DOI10.1214/20-EJP448zbMath1445.60049MaRDI QIDQ2184616
Jing Zhang, Xue Yang, Chi Hong Wong
Publication date: 29 May 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejp/1588039469
forward-backward martingale decompositionbackward doubly stochastic differential equationsnon-local operatorfractional Laplacianstochastic partial integral-differential equations
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46)
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