Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs
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DOI: 10.1007/s00440-018-0859-4
Abstract: In this article, we propose a wellposedness theory for a class of second order backward doubly stochastic differential equation (2BDSDE). We prove existence and uniqueness of the solution under a Lipschitz type assumption on the… read more here.
Keywords: nonlinear stochastic; fully nonlinear; stochastic pdes; probabilistic interpretation ... See more keywords