Backward doubly SDEs and SPDEs with superlinear growth generators

Khaled Bahlali (1) , Rafika Gatt (2) , Badreddine Mansouri (2) , Ahmed Mtiraoui (1, 3)

1 IMATH - Institut de Mathématiques de Toulon - EA 2134
2 BISKRA - Université Mohamed Khider de Biskra
3 Département de Mathematiques [Sfax]

no abstract

Domains: Probability [math.PR]; Systems and Control [cs.SY]; Analysis of PDEs [math.AP]

Khaled Bahlali, Rafika Gatt, Badreddine Mansouri, Ahmed Mtiraoui. Backward doubly SDEs and SPDEs with superlinear growth generators. Stochastics and Dynamics, 2016, ⟨10.1142/S0219493717500095⟩. ⟨hal-01824226v2⟩