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  • 标题:Representation theorems for SPDEs via backward doubly
  • 本地全文:下载
  • 作者:Aman, Auguste ; Elouaflin, Abouo ; Diop, Mamadou Abdoul
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2013
  • 卷号:18
  • 页码:1-15
  • DOI:10.1214/ECP.v18-2223
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:In this paper we establish a probabilistic representation for the spatial gradient ofthe viscosity solution to a quasilinear parabolic stochastic partial differential equations(SPDE, for short) in the spirit of the Feynman-Kac formula, without using thederivatives of the coefficients of the corresponding backward doubly stochastic differentialequations (FBDSDE, for short).
  • 关键词:Backward doubly SDEs, stochastic partial differential equation, stochastic viscosity;60H15; 60H20; 60H30
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