Representation theorems for SPDEs via backward doubly
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1. | Title | Title of document | Representation theorems for SPDEs via backward doubly |
2. | Creator | Author's name, affiliation, country | Auguste Aman; Université Félix H. Boigny de Cocody-Abidjan; Côte d'Ivoire |
2. | Creator | Author's name, affiliation, country | Abouo Elouaflin; Université Félix H. Boigny de Cocody-Abidjan; Côte d'Ivoire |
2. | Creator | Author's name, affiliation, country | Mamadou Abdoul Diop; Université Gaston Berger de Saint Louis; Senegal |
3. | Subject | Discipline(s) | |
3. | Subject | Keyword(s) | Backward doubly SDEs, stochastic partial differential equation, stochastic viscosity |
3. | Subject | Subject classification | 60H15; 60H20; 60H30 |
4. | Description | 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). |
5. | Publisher | Organizing agency, location | |
6. | Contributor | Sponsor(s) | AMMSI fellowships grant and AUF scientific inter university cooperation |
7. | Date | (YYYY-MM-DD) | 2013-07-25 |
8. | Type | Status & genre | Peer-reviewed Article |
8. | Type | Type | |
9. | Format | File format | PDF (), PDF |
10. | Identifier | Uniform Resource Identifier | http://ecp.ejpecp.org/article/view/2223 |
10. | Identifier | Digital Object Identifier | 10.1214/ECP.v18-2223 |
11. | Source | Journal/conference title; vol., no. (year) | Electronic Communications in Probability; Vol 18 |
12. | Language | English=en | en |
14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
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