Representation theorems for SPDEs via backward doubly SDEs

DOI10.1214/ECP.v18-2223zbMath1329.60206MaRDI QIDQ743036

Mamadou Abdoul Diop, Auguste Aman, Abouo Elouaflin

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equations; backward doubly stochastic differential equations; stochastic viscosity solutions; anticipating stochastic calculus

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

60H20: Stochastic integral equations