Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations

V. Bally; Anis Matoussi

doi:10.1023/a:1007825232513

ScienceGate Book Chapters

JOURNAL ARTICLE

Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations

V. Bally Anis Matoussi

Year: 2001 Journal: Journal of Theoretical Probability Vol: 14 (1)Pages: 125-164 Publisher: Springer Science+Business Media

DOI: 10.1023/a:1007825232513

Get Full-Text PDF Get Analytical Report

Keywords:

Mathematics Sobolev space Stochastic differential equation Generalization Probabilistic logic Interpretation (philosophy) Stochastic partial differential equation Applied mathematics Mathematical analysis Partial differential equation Pure mathematics Statistics

Metrics

143

Cited By

1.25

FWCI (Field Weighted Citation Impact)

Refs

0.84

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

advanced mathematical theories

Physical Sciences → Mathematics → Mathematical Physics

Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations

Metrics

Citation History

Topics

Related Documents

Backward doubly stochastic differential equations and SPDEs with quadratic growth

Mean-field backward doubly stochastic differential equations and related SPDEs

Backward doubly stochastic differential equations and systems of quasilinear SPDEs

Infinite Horizon Forward-Backward Doubly Stochastic Differential Equations and Related SPDEs

Backward Doubly Stochastic Differential Equations