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
Text
Mansouri722020AJPAS56675.pdf - Published Version
Download (279kB)
Mansouri722020AJPAS56675.pdf - Published Version
Download (279kB)
Official URL: https://doi.org/10.9734/ajpas/2020/v7i230181
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 |