Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs

DOI10.1080/17442508.2022.2085503zbMath1525.60077arXiv2206.05435WikidataQ114098088 ScholiaQ114098088MaRDI QIDQ6170741

Jie Xiong, Yu-feng Shi, Jiaqiang Wen

Publication date: 13 July 2023

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.05435

zbMATH Keywords

backward doubly stochastic differential equationsfunctional Itô calculuspath-dependencenonlinear stochastic Feynman-Kac formula

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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