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Strong uniqueness for an SPDE via backward doubly stochastic differential equations

✍ Scribed by Gomez, Alejandro; Lee, Kijung; Mueller, Carl; Wei, Ang; Xiong, Jie

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Weak Solutions for SPDEs and Backward Do

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Backward doubly stochastic differential

✍ Etienne Pardoux; Shige Peng 📂 Article 📅 1994 🏛 Springer 🌐 English ⚖ 694 KB

Mean-field backward doubly stochastic di

✍ Ruimin Xu 📂 Article 📅 2012 🏛 Springer International Publishing AG 🌐 English ⚖ 293 KB

A comparison theorem and uniqueness theo

✍ Qian Lin; Zhen Wu 📂 Article 📅 2011 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 232 KB

Optimal control problems for linear back

✍ Gherbal, Boulakhras 📂 Article 📅 2014 🏛 Walter de Gruyter GmbH & Co. KG 🌐 English ⚖ 437 KB

Semilinear backward doubly stochastic di

✍ Shuai Jing; Jorge A. León 📂 Article 📅 2011 🏛 Elsevier Science 🌐 French ⚖ 302 KB