@article{ECP2223,
author = {Auguste Aman and Abouo Elouaflin and Mamadou Diop},
title = {Representation theorems for SPDEs via backward doubly},
journal = {Electron. Commun. Probab.},
fjournal = {Electronic Communications in Probability},
volume = {18},
year = {2013},
keywords = {Backward doubly SDEs, stochastic partial differential equation, stochastic viscosity},
abstract = {In this paper we establish a probabilistic representation for the spatial gradient ofthe viscosity solution to a quasilinear parabolic stochastic partial differential equations(SPDE, for short) in the spirit of the Feynman-Kac formula, without using thederivatives of the coefficients of the corresponding backward doubly stochastic differentialequations (FBDSDE, for short).},
pages = {no. 64, 1-15},
issn = {1083-589X},
doi = {10.1214/ECP.v18-2223},
url = {http://ecp.ejpecp.org/article/view/2223}}