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Stochastic PDEs Driven by Nonlinear Noise and Backward Doubly SDEs · Study

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ArticleStochastic PDEs Driven by Nonlinear Noise and Backward Doubly SDEs

Anis Matoussi2002

Article2002

Stochastic PDEs Driven by Nonlinear Noise and Backward Doubly SDEs

Anis Matoussi · Michael Scheutzow

32 citations·0/0 files stored·Journal of Theoretical Probability

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Differential Equations and Boundary Problems

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References

1983Stochastic Differential Equations and Diffusion Processes 1990Adapted solution of a backward stochastic differential equation 1997Backward Stochastic Differential Equations in Finance 2006An introduction to stochastic partial differential equations 1998Stochastic Flows and Stochastic Differential Equations 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations 1980Stochastic partial differential equations and filtering of diffusion processes 1997Backward stochastic differential equations and integral-partial differential equations

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2010The obstacle problem for quasilinear stochastic PDE’s

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Year2002

Typearticle

Published2002-01-01

VenueJournal of Theoretical Probability

ISSN-L0894-9840

Languageen

Citations32

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1023/a:1013803104760

openalex_workW1516881751

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