On Backward Doubly Stochastic Differential Evolutionary System
Functional Analysis
2013-09-18 v1
Abstract
In this paper, we are concerned with backward doubly stochastic differential evolutionary systems (BDSDESs for short). By using a variational approach based on the monotone operator theory, we prove the existence and uniqueness of the solutions for BDSDESs. We also establish an It\^o formula for the Banach space-valued BDSDESs.
Keywords
Cite
@article{arxiv.1309.4152,
title = {On Backward Doubly Stochastic Differential Evolutionary System},
author = {Jinniao Qiu and Shanjian Tang},
journal= {arXiv preprint arXiv:1309.4152},
year = {2013}
}
Comments
33 pages