Article ID Journal Published Year Pages File Type
4615762 Journal of Mathematical Analysis and Applications 2014 22 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
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