SPDEs with polynomial growth coefficients and the Malliavin calculus method
Year of publication: |
2013
|
---|---|
Authors: | Zhang, Qi ; Zhao, Huaizhong |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 6, p. 2228-2271
|
Publisher: |
Elsevier |
Subject: | SPDEs with polynomial growth coefficients | Probabilistic representation of weak solutions | Backward doubly stochastic differential equations | Malliavin derivative | Wiener–Sobolev compactness | Stationary solutions |
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