Backward doubly SDEs and SPDEs with superlinear growth generators

DOI10.1142/S0219493717500095zbMath1355.60070OpenAlexW2342403690MaRDI QIDQ2951892

Badreddine Mansouri, Ahmed Mtiraoui, Rafika Gatt, Khaled Bahlali

Publication date: 10 January 2017

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493717500095

zbMATH Keywords

stochastic partial differential equationsbackward doubly stochastic differential equationsSobolev solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

Nonzero-sum differential game of backward doubly stochastic systems with delay and applications, L^p (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients, Reflected backward doubly stochastic differential equations with discontinuous barrier, RBDSDEs with jumps and optional Barrier and mean field game with common noise, \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients, Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients

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