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arXiv · 1309.4152

On Backward Doubly Stochastic Differential Evolutionary System

Jinniao Qiu·Shanjian Tang
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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.

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Jinniao Qiu, Shanjian Tang. 2013-09-17. On Backward Doubly Stochastic Differential Evolutionary System. https://arxiv.org/abs/1309.4152

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