Abstract: |
We study the well-posedness of quasilinear stochastic partial differential equations driven by $G-$Brownian motion (GSPDEs for short) and the associated backward doubly stochastic differential equations (BDSDEs for short). We first prove the existence and uniqueness of weak solution to GSPDEs by analytical approach, and then solve the corresponding BDSDEs. Finally, we establish the relation between GSPDEs and BDSDEs. |
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