{
  "id": "1810.06959",
  "version": "v1",
  "published": "2018-10-16T12:48:27.000Z",
  "updated": "2018-10-16T12:48:27.000Z",
  "title": "Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs",
  "authors": [
    "Jiaqiang Wen",
    "Yufeng Shi"
  ],
  "comment": "To appear in Journal of Mathematical Analysis and Applications",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, by virtue of Malliavin calculus, we establish a relationship between backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs, and thus extend the well-known nonlinear stochastic Feynman-Kac formula of Pardoux and Peng [14] to non-Markovian case.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-10-16T12:48:27.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10"
    ],
    "keywords": [
      "backward doubly stochastic differential equations",
      "quasilinear stochastic pdes",
      "random coefficients",
      "nonlinear stochastic feynman-kac formula"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}