Backward doubly stochastic differential equations and SPDEs with quadratic growth

DOI10.1016/J.SPA.2024.104405MaRDI QIDQ6596210zbMATH OpenFDO

Authors Ying Hu, Jiaqiang Wen, Jie Xiong

Publication date 2 September 2024

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

zbMATH Keywords

Feynman-Kac formulastochastic partial differential equationquadratic growthbackward doubly stochastic differential equationSobolev solution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(1)

• Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\)

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