Solvability of forward–backward stochastic partial differential equations
نویسندگان
چکیده
منابع مشابه
On Local Solvability of Linear Partial Differential Equations
The title indicates more or less what the talk is going to be about. I t is going to be about the problem which is probably the most primitive in partial differential equations theory, namely to know whether an equation does, or does not, have a solution. Even this is meant in the most primitive terms. I would like to begin by explaining what the terms are. As you all know, the really difficult...
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Within the nonlinear theory of generalized functions introduced earlier by the author a number of existence and regularity results have been obtained. One of them has been the first global version of the Cauchy-Kovalevskaia theorem, which proves the existence of generalized solutions on the whole of the domain of analyticity of arbitrary analytic nonlinear PDEs. These generalized solutions are ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2014
ISSN: 0304-4149
DOI: 10.1016/j.spa.2014.03.005