Backward Doubly SDEs with weak Monotonicity and General Growth Generators

Mansouri, B. and Saouli, M. A. (2020) Backward Doubly SDEs with weak Monotonicity and General Growth Generators. Asian Journal of Probability and Statistics, 7 (2). pp. 59-85. ISSN 2582-0230

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Abstract

We deal with backward doubly stochastic differential equations (BDSDEs) with a weak monotonicity and general growth generators and a square integrable terminal datum. We show the existence and uniqueness of solutions. As application, we establish the existenceand uniqueness of Sobolev solutions to some semilinear stochastic partial differential equations (SPDEs) with a general growth and a weak monotonicity generators. By probabilistic solution, we mean a solution which is representable throughout a BDSDEs.

Item Type: Article
Subjects: European Scholar > Mathematical Science
Depositing User: Managing Editor
Date Deposited: 14 Mar 2023 12:44
Last Modified: 15 May 2024 09:30
URI: http://article.publish4promo.com/id/eprint/1302

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