Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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Publication:1326279
DOI10.1007/BF01192514zbMath0792.60050MaRDI QIDQ1326279
Publication date: 14 July 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
- A stochastic feynman-kac formula for anticipating spde's, and application to nonlinear smoothing
- Stochastic evolution equations
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