Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs-Reference-Cited by-同舟云学术

Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs

Published:2022-06-10 Issue:3 Volume:95 Page:396-422
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Shi Yufeng¹,Wen Jiaqiang²,Xiong Jie³

Affiliation:

1. Institute for Financial Studies and School of Mathematics, Shandong University, Jinan, People's Republic of China

2. Department of Mathematics, Southern University of Science and Technology, Shenzhen, People's Republic of China

3. Department of Mathematics and SUSTech International Center for Mathematics, Southern University of Science and Technology, Shenzhen, People's Republic of China

Funder

National Key R&D Program of China

National Natural Science Foundation of China

Natural Science Foundation of Guangdong Province of China

SUSTech

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2022.2085503

Reference33 articles.

1. Conjugate convex functions in optimal stochastic control

2. Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

3. Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I

4. Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part II

5. R. Buckdahn, C. Keller, J. Ma, and J. Zhang, Pathwise Viscosity Solutions of Stochastic PDEs and Forward Path-Dependent PDEs-A Rough Path View, arXiv:1501.06978, 2015.

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