Search Results - subject:"Semi-linear degenerate equations"

Semi-linear degenerate backward stochastic partial differential equations and associated forward–backward stochastic differential equations

Du, Kai; Zhang, Qi - In: Stochastic Processes and their Applications 123 (2013) 5, pp. 1616-1637

In this paper, we consider the Cauchy problem of semi-linear degenerate backward stochastic partial differential equations (BSPDEs) under general settings without technical assumptions on the coefficients. For the solution of semi-linear degenerate BSPDE, we first give a proof for its existence...

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