Backward doubly stochastic differential equations and SPDEs with quadratic growth
DOI10.1016/J.SPA.2024.104405zbMATH Open1544.60067MaRDI QIDQ6596210
Ying Hu, Jie Xiong, Jiaqiang Wen
Publication date: 2 September 2024
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Feynman-Kac formulastochastic partial differential equationquadratic growthbackward doubly stochastic differential equationSobolev solution
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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