Backward doubly stochastic differential equations with polynomial growth coefficients

In this paper we study the solvability of backward doubly stochastic differential equations (BDSDEs for short) with polynomial growth coeffi-cients and their connections with SPDEs. The corresponding SPDE is in a very general form, which may depend on the derivative of the solution. We use Wiener-So...

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Bibliographic Details
Main Authors: Qi Zhang, Huaizhong Zhao
Format: Default Article
Published: 2015
Subjects:
Other mathematical sciences not elsewhere classified
Backward doubly stochastic differential equations
Polynomial growth coefficients
SPDEs
Malliavin derivative
Wiener-Sobolev compactness
Mathematical Sciences not elsewhere classified
Online Access:https://hdl.handle.net/2134/21237
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https://hdl.handle.net/2134/21237

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