Strong uniqueness for an SPDE via backward doubly stochastic differential equations

DOI10.1016/j.spl.2013.06.010zbMath1286.60065OpenAlexW2002008368MaRDI QIDQ2435734

Jie Xiong, Ang Wei, Kijung Lee, Alejandro Gomez, Carl E. Mueller

Publication date: 19 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.010

zbMATH Keywords

uniquenessstochastic partial differential equationsbackward stochastic differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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