南方科技大学知识苑(SUSTech KC): Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs

题名	Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
作者	Wen, Jiaqiang1,2,3 ; Shi, Yufeng 1,2,4
通讯作者	Shi, Yufeng
发表日期	2019-08
DOI	10.1016/j.jmaa.2018.10.038
发表期刊	JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 影响因子和分区
ISSN	0022-247X
EISSN	1096-0813
卷号	476 期号:1页码:86-100
摘要	In this paper, by virtue of Malliavin calculus, we establish a relationship between backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs, and thus extend the well-known nonlinear stochastic Feynman-Kac formula of Pardoux and Peng [13] to non-Markovian case. (C) 2018 Elsevier Inc. All rights reserved.
关键词	Backward Doubly Stochastic Differential Equations Stochastic Partial Differential Equations Nonlinear Stochastic Feynman-kac Formula
相关链接	[来源记录]
收录类别	SCI
语种	英语
学校署名	其他
资助项目	111 Project[B12023]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000465194200006
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
ESI学科分类	MATHEMATICS
来源库	Web of Science
引用统计	被引频次[WOS]：8
成果类型	期刊论文
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/25386
专题	理学院_数学系工学院_材料科学与工程系
作者单位	1.Shandong Univ, Inst Financial Studies, Jinan 250100, Shandong, Peoples R China 2.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China 3.Southern Univ Sci & Technol, Dept Math, Shenzhen 518055, Guangdong, Peoples R China 4.Shandong Univ Finance & Econ, Sch Stat, Jinan 250014, Shandong, Peoples R China
第一作者单位	数学系
推荐引用方式 GB/T 7714	Wen, Jiaqiang,Shi, Yufeng. Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,2019,476(1):86-100.
APA	Wen, Jiaqiang,&Shi, Yufeng.(2019).Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs.JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,476(1),86-100.
MLA	Wen, Jiaqiang,et al."Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs".JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 476.1(2019):86-100.

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