Journées de Probabilités 2007
Badreddine Mansouri
Backward doubly stochastic differential equations with quadratic growth. Application to SPDEs
We consider one dimensional backward doubly stochastic differential equations (BDSDEs) with bounded terminal data. We then establish the existence and uniqueness of solutions in the case where the coefficient has a quadratic growth in the variable z. As application, we give a probabilistic interpretation of solutions to quasilinear SPDEs.