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Volumn 9, Issue , 2004, Pages 674-709

A general analytical result for non-linear SPDE’s and applications

Author keywords

Bilaplacian; Dirichlet space; Doubly stochastic representation; Stochastic Partial Differential Equations

Indexed keywords


EID: 8744274079     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v9-223     Document Type: Article
Times cited : (42)

References (19)
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    • Da Prato, G.1
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    • Pardoux, E.1
  • 15
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    • Backward doubly stochastic differential equations and systems of quasilinear SPDEs
    • Pardoux E., Peng S.”Backward doubly stochastic differential equations and systems of quasilinear SPDEs”, Prob. Th. Rel. Fields, 98, 209-227 (1994).
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    • Pardoux, E.1    Peng, S.2
  • 18
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    • A probabilistic representation of the divergence and BSDE’s
    • Stoica L.,”A probabilistic representation of the divergence and BSDE’s”, Stochastic Processes and their Applications 103, (2003) pp.31-55.
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  • 19
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    • Walsh J.B. “An introduction to stochastic partial differential equations” in vol. Ecole d’Ete de Probabilites de Saint Flour, XIV, ed. P.L.Hennequin, L.N.M. no.1180, 265-439, Springer, 1984.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.