Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (Q450798)

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Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1)
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    Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (English)
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    14 September 2012
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    fractional Brownian motion
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    backward doubly stochastic differential equation
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    stochastic partial differential equation
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    Russo-Vallois integral
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    Doss-Sussmann transformation
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    stochastic viscosity solution
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