Solvability of forward-backward stochastic partial differential equations

DOI10.1016/j.spa.2014.03.005zbMath1329.60224OpenAlexW2019216454MaRDI QIDQ402714

J. Herrera, H. S. Yoon

Publication date: 28 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2014.03.005

zbMATH Keywords

method of continuationcontraction mappingforward-backward stochastic partial differential equations

Mathematics Subject Classification ID

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

Related Items (1)

Numerical approximations of coupled forward–backward SPDEs

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