Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations

Journal of Theoretical Probability

Volumn 14, Issue 1, 2001, Pages 125-164

  Bally, V ^a   Matoussi, A ^b  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^b UNIVERSITÉ DU MAINE   (France)

Author keywords

Backward Doubly SDE; Feynman Kac's formula; Schwartz distributions; Stochastic flows; Stochastic partial differential equation; Weighted Sobolev spaces

Indexed keywords

EID: 0035607654     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007825232513     Document Type: Article

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