BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs

DOI10.1016/j.jde.2011.05.017zbMath1221.60089OpenAlexW2075774793MaRDI QIDQ550005

Zhen Wu, Feng Zhang

Publication date: 19 July 2011

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2011.05.017

zbMATH Keywords

stochastic partial differential equationbackward doubly stochastic differential equationlocally monotone conditionSobolev weak solution

Mathematics Subject Classification ID

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

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Nonzero-sum differential game of backward doubly stochastic systems with delay and applications, Multi-valued backward stochastic differential equations with regime switching, 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, Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain, Mean-field backward doubly stochastic differential equations and related SPDEs, Backward doubly SDEs and SPDEs with superlinear growth generators, Fractional backward SDEs with locally monotone coefficient and application to PDEs, Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations, Backward doubly stochastic differential equations with a superlinear growth generator, Nonlinear parabolic SPDEs involving Dirichlet operators, \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients, Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes, Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients

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