Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I

Stochastic Processes and their Applications

Volumn 93, Issue 2, 2001, Pages 181-204

  Buckdahn, Rainer ^a   Ma, Jin ^b  

^a UNIVERSITÉ DE BRETAGNE OCCIDENTALE   (France)

^b PURDUE UNIVERSITY   (United States)

Author keywords

35R60; 60G46,60; 60H15,30; Backward backward doubly stochastic differential equations; Doss Sussmann transformation; Stochastic partial differential equations; Viscosity solutions

Indexed keywords

EID: 0005348480     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00093-4     Document Type: Article

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