Forward-backward doubly stochastic differential equations and related stochastic partial differential equations
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Publication:1934378
DOI10.1007/s11425-012-4411-1zbMath1305.60050arXiv1005.2474OpenAlexW1979215910MaRDI QIDQ1934378
Publication date: 28 January 2013
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1005.2474
stochastic partial differential equationsbridgemeasurable solutionforward-backward doubly stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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