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
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
Journal title :
Journal of Mathematical Analysis and Applications