The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth

DOI10.1186/s41546-019-0037-3zbMath1432.60064OpenAlexW2945218101WikidataQ128125777 ScholiaQ128125777MaRDI QIDQ2296124

Renzhi Qiu, Shanjian Tang

Publication date: 17 February 2020

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s41546-019-0037-3

zbMATH Keywords

weak solutionbackward stochastic differential equationItô's formulaquadratic growthsuper-parabolic

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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