A forward-backward SDE from the 2D nonlinear stochastic heat equation
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Publication:2135403
DOI10.1214/21-AOP1563zbMath1487.35463arXiv2010.03541OpenAlexW3092261719MaRDI QIDQ2135403
Publication date: 6 May 2022
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2010.03541
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Initial value problems for second-order parabolic equations (35K15) Semilinear parabolic equations (35K58)
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