SPDEs with polynomial growth coefficients and the Malliavin calculus method

In this paper we study the existence and uniqueness of the Lρ2p( ;)×Lρ2(;) valued solutions of backward doubly stochastic differential equations (BDSDEs) with polynomial growth coefficients using weak convergence, equivalence of norm principle and Wiener-Sobolev compactness arguments. Then we establ...

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Bibliographic Details
Main Authors: Qi Zhang, Huaizhong Zhao
Format: Default Article
Published: 2013
Subjects:
Statistics not elsewhere classified
Other mathematical sciences not elsewhere classified
SPDEs
Weak solutions
Malliavin derivative
Wiener-Sobolev compactness
Stochastic differential equations
Statistics
Mathematical Sciences not elsewhere classified
Online Access:https://hdl.handle.net/2134/15255
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https://hdl.handle.net/2134/15255

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