Probabilistic interpretation for solutions of fully nonlinear stochastic pdes

DOI10.1007/s00440-018-0859-4zbMath1447.60116arXiv1412.5548OpenAlexW2962839763WikidataQ114229368 ScholiaQ114229368MaRDI QIDQ2416550

Dylan Possamaï, Wissal Sabbagh, Anis Matoussi

Publication date: 23 May 2019

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.5548

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46) Viscosity solutions to PDEs (35D40)

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