Representation theorems for SPDEs via backward doubly SDEs

DOI10.1214/ECP.V18-2223zbMath1329.60206MaRDI QIDQ743036

Mamadou Abdoul Diop, Auguste Aman, Abouo Elouaflin

Publication date: 22 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

zbMATH Keywords

stochastic partial differential equationsbackward doubly stochastic differential equationsstochastic viscosity solutionsanticipating stochastic calculus

Mathematics Subject Classification ID

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) Stochastic integral equations (60H20)

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Backward doubly SDEs and SPDEs with superlinear growth generators

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