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
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