Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4615762 | Journal of Mathematical Analysis and Applications | 2014 | 22 Pages |
Abstract
This paper is concerned with the weak solution (in analytic sense) to the Cauchy–Dirichlet problem of a backward stochastic partial differential equation when the nonhomogeneous term has a quadratic growth in both the gradient of the first unknown and the second unknown. Existence and uniqueness results are obtained under separate conditions.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Kai Du, Shaokuan Chen,