Backward doubly stochastic differential equations with polynomial growth coefficients

DOI10.3934/dcds.2015.35.5285zbMath1335.60102OpenAlexW2472380508MaRDI QIDQ255492

Qi Zhang, Huaizhong Zhao

Publication date: 9 March 2016

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2015.35.5285

zbMATH Keywords

stochastic PDEsbackward doubly stochastic differential equationsMalliavin derivativepolynomial growth coefficientsWiener-Sobolev compactness

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10) PDEs with randomness, stochastic partial differential equations (35R60)

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Nonzero-sum differential game of backward doubly stochastic systems with delay and applications ⋮ Quadratic reflected BSDEs and related obstacle problems for PDEs ⋮ Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs

Cites Work

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