Representation theorems for SPDEs via backward doubly SDEs

DOI10.1214/ECP.V18-2223zbMATH Open1329.60206MaRDI QIDQ743036FDOQ743036

Authors: Auguste Aman, Abouo Elouaflin, Mamadou Abdoul Diop 

Publication date: 22 September 2014

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

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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)

Cited In (2)

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

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