Representation theorems for SPDEs via backward doubly SDEs

DOI10.1214/ECP.V18-2223MaRDI QIDQ743036zbMATH OpenFDO

Authors Auguste Aman, Abouo Elouaflin, Mamadou Abdoul Diop

Publication date 22 September 2014

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

zbMATH Keywords

stochastic partial differential equationsbackward doubly stochastic differential equationsstochastic viscosity solutionsanticipating stochastic calculus

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) Stochastic integral equations (60H20)

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(3)

• Backward doubly SDEs and SPDEs with superlinear growth generators
• Mean-field backward doubly stochastic differential equations and related SPDEs
• Representation theorems for generators of backward stochastic differential equations

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