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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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