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
Link To Document :
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