Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations
DOI10.1016/j.jde.2023.07.045OpenAlexW4385824116MaRDI QIDQ6048573
Juan Li, Rainer Buckdahn, Chuanzhi Xing
Publication date: 11 October 2023
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2023.07.045
Malliavin calculusvalue functionItô's formulaMaster equationbackward SPDE of mean-field typemean-field backward doubly stochastic differential equations
Applications of stochastic analysis (to PDEs, etc.) (60H30) 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) PDEs with randomness, stochastic partial differential equations (35R60)
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