Abstract
In this paper we establish a probabilistic representation for the spatial gradient ofthe viscosity solution to a quasilinear parabolic stochastic partial differential equations(SPDE, for short) in the spirit of the Feynman-Kac formula, without using thederivatives of the coefficients of the corresponding backward doubly stochastic differentialequations (FBDSDE, for short).
Citation
Auguste Aman. Abouo Elouaflin. Mamadou Diop. "Representation theorems for SPDEs via backward doubly." Electron. Commun. Probab. 18 1 - 15, 2013. https://doi.org/10.1214/ECP.v18-2223
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