Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
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Publication:5960452
DOI10.1023/A:1013803104760zbMath0999.60063MaRDI QIDQ5960452
Michael K. R. Scheutzow, Anis Matoussi
Publication date: 7 April 2002
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
stochastic partial differential equations; backward stochastic differential equations; Feynman-Kac formula; stochastic flow; backward doubly stochastic differential equations; Itô-Kunita stochastic integral
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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