• Title of article

    Backward stochastic partial differential equations with quadratic growth

  • Author/Authors

    Du، نويسنده , , Kai and Chen، نويسنده , , Shaokuan، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2014
  • Pages
    22
  • From page
    447
  • To page
    468
  • Abstract
    This paper is concerned with the weak solution (in analytic sense) to the Cauchy–Dirichlet problem of a backward stochastic partial differential equation when the nonhomogeneous term has a quadratic growth in both the gradient of the first unknown and the second unknown. Existence and uniqueness results are obtained under separate conditions.
  • Keywords
    Weak solution , Backward stochastic partial differential equations , Quadratic growth , Change of variables
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2014
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1564713