Solvability of forward-backward stochastic partial differential equations

DOI10.1016/j.spa.2014.03.005zbMath1329.60224MaRDI QIDQ402714

J. Herrera, H. S. Yoon

Publication date: 28 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2014.03.005

zbMATH Keywords

method of continuation; contraction mapping; forward-backward stochastic partial differential equations

Mathematics Subject Classification ID

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

35R60: PDEs with randomness, stochastic partial differential equations