BSDEs generated by fractional space-time noise and related SPDEs
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DOI: 10.1016/j.amc.2023.127979
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References listed on IDEAS
- V. Bally & A. Matoussi, 2001. "Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations," Journal of Theoretical Probability, Springer, vol. 14(1), pages 125-164, January.
- Anis Matoussi & Michael Scheutzow, 2002. "Stochastic PDEs Driven by Nonlinear Noise and Backward Doubly SDEs," Journal of Theoretical Probability, Springer, vol. 15(1), pages 1-39, January.
- Buckdahn, Rainer & Ma, Jin, 2001. "Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part II," Stochastic Processes and their Applications, Elsevier, vol. 93(2), pages 205-228, June.
- Buckdahn, Rainer & Ma, Jin, 2001. "Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I," Stochastic Processes and their Applications, Elsevier, vol. 93(2), pages 181-204, June.
- Hu, Yaozhong & Nualart, David & Song, Jian, 2013. "A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution," Stochastic Processes and their Applications, Elsevier, vol. 123(3), pages 1083-1103.
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Keywords
Backward stochastic differential equations; Stochastic partial differential equations; Feynman-Kac formulas; Fractional space-time noise; Explicit solution; Malliavin calculus;All these keywords.
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