most citedGeneralized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

44 citations · 44 across the 1 of their papers we have counts for

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math.PR2007★ 44 cited

Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

Brahim Boufoussi, Jan Van Casteren, N. Mrhardy

In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous in…