Backward doubly stochastic differential equations with a superlinear growth generator

DOI10.1016/j.crma.2014.10.008zbMath1319.60122OpenAlexW2000666615MaRDI QIDQ2255246

Badreddine Mansouri, Rafika Gatt, Khaled Bahlali

Publication date: 9 February 2015

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2014.10.008

zbMATH Keywords

stochastic PDEsbackward doubly stochastic differential equationsSobolev solutionsuperlinear growth generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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REFLECTED BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYED GENERATORS

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