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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