JOURNAL ARTICLE

Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations

V. BallyAnis Matoussi

Year: 2001 Journal:   Journal of Theoretical Probability Vol: 14 (1)Pages: 125-164   Publisher: Springer Science+Business Media
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)
12
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

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BOOK-CHAPTER

Backward Doubly Stochastic Differential Equations

WORLD SCIENTIFIC eBooks Year: 2013 Pages: 125-130
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