Backward doubly stochastic differential equations and systems of quasilinear SPDEs

Springer Science and Business Media LLC - Tập 98 Số 2 - Trang 209-227 - 1994
Étienne Pardoux1, Shigē Péng2
1Laboratoire APT, URA 225, Université de Provence, F-13331, Marseille Cedex 3, France
2Institute of Mathematics, Shandong University, Jinan, People's Republic of China

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