89 citations · 212 across the 27 of their papers we have counts for
4 papers · 1 filter
Probabilistic interpretation for solutions of fully Nonlinear Stochastic PDEs
Anis Matoussi, Dylan Possamai, Wissal Sabbagh
In this article, we propose a wellposedness theory for a class of second order backward doubly stochastic differential equation (2BDSDE). We prove existence and uniqueness of the s…
Numerical Computation for Backward Doubly SDEs with random terminal time
Anis Matoussi, Wissal Sabbagh
In this article, we are interested in solving numerically backward doubly stochastic differential equations (BDSDEs) with random terminal time tau. The main motivations are giving…
Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations
Ying Hu, Anis Matoussi, Tusheng Zhang
In this paper we obtain a Wong-Zakai approximation to solutions of backward doubly stochastic differential equations.
Backward Doubly SDEs and Semilinear Stochastic PDEs in a convex domain
Matoussi Anis, Sabbagh Wissal, Tusheng Zhang
This paper presents existence and uniqueness results for reflected backward doubly stochastic differential equations (in short RBDDSEs) in a convex domain D. Moreover, using a stoc…