43 citations · 69 across the 13 of their papers we have counts for
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math.PR2017
Nonlinear Feynman-Kac formulae for SPDEs with space-time noise
Jian Song, Xiaoming Song, Qi Zhang
We study a class of backward doubly stochastic differential equations (BDSDEs) involving martingales with spatial parameters, and show that they provide probabilistic interpretatio…
math.PR2017★ 1 cited
An implicit numerical scheme for a class of backward doubly stochastic differential equations
Yaozhong Hu, David Nualart, Xiaoming Song
In this paper, we consider a class of backward doubly stochastic differential equations (BDSDE for short) with general terminal value and general random generator. Those BDSDEs do…