Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in
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MSC
60G22
60H15
35R60
Keywords
Fractional Brownian motion
Semilinear fractional backward doubly stochastic differential equation
Semilinear stochastic partial differential equation
Extended divergence operator
Girsanov transformation
Stochastic viscosity solution
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Supported by the National Basic Research Program of China (973 Program) grant No. 2007CB814900 (Financial Risk), the NSF of China (No. 11071144) and European Marie Curie Initial Training Network (ITN) Project: “Deterministic and Stochastic Controlled Systems and Application”, FP7-PEOPLE-2007-1-1-ITN, No. 213841-2.
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Partially supported by the CONACyT grant 98998.
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