Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1)

DOI10.1016/j.sysconle.2012.02.011zbMath1250.93115MaRDI QIDQ450798

Shuai Jing

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

zbMATH Keywords

fractional Brownian motion; stochastic partial differential equation; backward doubly stochastic differential equation; Doss-Sussmann transformation; Russo-Vallois integral; stochastic viscosity solution

Mathematics Subject Classification ID

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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