Stochastic PDEs driven by nonlinear noise and backward doubly SDEs

DOI10.1023/A:1013803104760zbMath0999.60063OpenAlexW1516881751MaRDI QIDQ5960452

Michael K. R. Scheutzow, Anis Matoussi

Publication date: 7 April 2002

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1013803104760

zbMATH Keywords

stochastic partial differential equationsbackward stochastic differential equationsFeynman-Kac formulastochastic flowbackward doubly stochastic differential equationsItô-Kunita stochastic integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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