Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1)
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Publication:450798
DOI10.1016/j.sysconle.2012.02.011zbMath1250.93115MaRDI QIDQ450798
Publication date: 14 September 2012
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2012.02.011
fractional Brownian motion; stochastic partial differential equation; backward doubly stochastic differential equation; Doss-Sussmann transformation; Russo-Vallois integral; stochastic viscosity solution
93C10: Nonlinear systems in control theory
93B17: Transformations
93E03: Stochastic systems in control theory (general)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R11: Fractional partial differential equations
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