Matoussi, Anis; Sabbagh, Wissal; Zhou, Chao The obstacle problem for semilinear parabolic partial integro-differential equations. (English) Zbl 1322.60132 Stoch. Dyn. 15, No. 1, Article ID 1550007, 38 p. (2015). MSC: 60H30 60H15 60H10 60J60 60J75 60G46 35R09 35R60 91G10 91G80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Matoussi, Anis; Scheutzow, Michael Stochastic PDEs driven by nonlinear noise and backward doubly SDEs. (English) Zbl 0999.60063 J. Theor. Probab. 15, No. 1, 1-39 (2002). Reviewer: C.Rainer MSC: 60H15 60H10 60H05 × Cite Format Result Cite Review PDF Full Text: DOI
Bally, V.; Matoussi, A. Weak solutions for SPDE’s and backward doubly stochastic differential equations. (English) Zbl 0982.60057 J. Theor. Probab. 14, No. 1, 125-164 (2001). Reviewer: Rainer Buckdahn (Brest) MSC: 60H15 60H30 × Cite Format Result Cite Review PDF Full Text: DOI