<?xml version="1.0" encoding="utf-8"?>
<TEI xmlns="http://www.tei-c.org/ns/1.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:hal="http://hal.archives-ouvertes.fr/" xmlns:gml="http://www.opengis.net/gml/3.3/" xmlns:gmlce="http://www.opengis.net/gml/3.3/ce" version="1.1" xsi:schemaLocation="http://www.tei-c.org/ns/1.0 http://api.archives-ouvertes.fr/documents/aofr-sword.xsd">
  <teiHeader>
    <fileDesc>
      <titleStmt>
        <title>HAL TEI export of hal-01481372</title>
      </titleStmt>
      <publicationStmt>
        <distributor>CCSD</distributor>
        <availability status="restricted">
          <licence target="https://creativecommons.org/publicdomain/zero/1.0/">CC0 1.0 - Universal</licence>
        </availability>
        <date when="2026-05-19T14:21:19+02:00"/>
      </publicationStmt>
      <sourceDesc>
        <p part="N">HAL API Platform</p>
      </sourceDesc>
    </fileDesc>
  </teiHeader>
  <text>
    <body>
      <listBibl>
        <biblFull>
          <titleStmt>
            <title xml:lang="en">Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs</title>
            <author role="aut">
              <persName>
                <forename type="first">Anis</forename>
                <surname>Matoussi</surname>
              </persName>
              <email type="md5">8c8817a639dc776d7e3d696daaf4f2eb</email>
              <email type="domain">univ-lemans.fr</email>
              <idno type="idhal" notation="string">anis-matoussi</idno>
              <idno type="idhal" notation="numeric">18428</idno>
              <idno type="halauthorid" notation="string">22807-18428</idno>
              <idno type="IDREF">https://www.idref.fr/14046560X</idno>
              <idno type="ORCID">https://orcid.org/0000-0002-8814-9402</idno>
              <affiliation ref="#struct-90071"/>
            </author>
            <author role="aut">
              <persName>
                <forename type="first">Dylan</forename>
                <surname>Possamaï</surname>
              </persName>
              <email type="md5">9bc80f56bbd015e955eaff471d4ca10c</email>
              <email type="domain">math.ethz.ch</email>
              <idno type="idhal" notation="string">dylan-possamai</idno>
              <idno type="idhal" notation="numeric">751630</idno>
              <idno type="halauthorid" notation="string">13875-751630</idno>
              <idno type="ARXIV">https://arxiv.org/a/possamai_d_1</idno>
              <idno type="ORCID">https://orcid.org/0000-0002-9364-0124</idno>
              <idno type="IDREF">https://www.idref.fr/160382971</idno>
              <affiliation ref="#struct-60"/>
              <affiliation ref="#struct-300302"/>
            </author>
            <author role="aut">
              <persName>
                <forename type="first">Wissal</forename>
                <surname>Sabbagh</surname>
              </persName>
              <email type="md5">5cd58e33c5461abc6c6789de4cb3bd9f</email>
              <email type="domain">ensae.fr.the</email>
              <idno type="idhal" notation="numeric">1256714</idno>
              <idno type="halauthorid" notation="string">962878-1256714</idno>
              <idno type="IDREF">https://www.idref.fr/184342880</idno>
              <idno type="ORCID">https://orcid.org/0000-0002-6631-143X</idno>
              <idno type="VIAF">https://viaf.org/viaf/315251825</idno>
              <affiliation ref="#struct-245277"/>
            </author>
            <editor role="depositor">
              <persName>
                <forename>Dylan</forename>
                <surname>Possamaï</surname>
              </persName>
              <email type="md5">9bc80f56bbd015e955eaff471d4ca10c</email>
              <email type="domain">math.ethz.ch</email>
            </editor>
            <funder ref="#projanr-38047"/>
            <funder ref="#projanr-45154"/>
          </titleStmt>
          <editionStmt>
            <edition n="v1" type="current">
              <date type="whenSubmitted">2017-03-02 15:04:51</date>
              <date type="whenModified">2026-05-19 14:10:09</date>
              <date type="whenReleased">2017-03-02 15:04:51</date>
              <date type="whenProduced">2019</date>
              <ref type="externalLink" target="http://arxiv.org/pdf/1412.5548"/>
            </edition>
            <respStmt>
              <resp>contributor</resp>
              <name key="135413">
                <persName>
                  <forename>Dylan</forename>
                  <surname>Possamaï</surname>
                </persName>
                <email type="md5">9bc80f56bbd015e955eaff471d4ca10c</email>
                <email type="domain">math.ethz.ch</email>
              </name>
            </respStmt>
          </editionStmt>
          <publicationStmt>
            <distributor>CCSD</distributor>
            <idno type="halId">hal-01481372</idno>
            <idno type="halUri">https://hal.science/hal-01481372</idno>
            <idno type="halBibtex">matoussi:hal-01481372</idno>
            <idno type="halRefHtml">&lt;i&gt;Probability Theory and Related Fields&lt;/i&gt;, 2019, 174, pp.177-233. &lt;a target="_blank" href="https://dx.doi.org/10.1007/s00440-018-0859-4"&gt;&amp;#x27E8;10.1007/s00440-018-0859-4&amp;#x27E9;&lt;/a&gt;</idno>
            <idno type="halRef">Probability Theory and Related Fields, 2019, 174, pp.177-233. &amp;#x27E8;10.1007/s00440-018-0859-4&amp;#x27E9;</idno>
            <availability status="restricted"/>
          </publicationStmt>
          <seriesStmt>
            <idno type="stamp" n="CNRS">CNRS - Centre national de la recherche scientifique</idno>
            <idno type="stamp" n="UNIV-LEMANS">Université du Mans</idno>
            <idno type="stamp" n="UNIV-DAUPHINE">Université Paris Dauphine - Paris IX</idno>
            <idno type="stamp" n="UNIV-EVRY">Université d'Evry-Val d'Essonne</idno>
            <idno type="stamp" n="INRA">INRA - Institut national de la recherche agronomique</idno>
            <idno type="stamp" n="LMM" corresp="UNIV-LEMANS">Laboratoire Manceau des Mathématiques</idno>
            <idno type="stamp" n="FMPL">Fédération de recherche Mathématiques des Pays de Loire</idno>
            <idno type="stamp" n="INSMI">CNRS-INSMI - INstitut des Sciences Mathématiques et de leurs Interactions</idno>
            <idno type="stamp" n="CEREMADE" corresp="UNIV-DAUPHINE">CEntre de REcherches en MAthématiques de la DEcision</idno>
            <idno type="stamp" n="PSL">Université Paris sciences et lettres</idno>
            <idno type="stamp" n="LAMME" corresp="UNIV-EVRY">Laboratoire de Mathématiques et Modélisation d'Évry</idno>
            <idno type="stamp" n="UNIV-PARIS-SACLAY">Université Paris-Saclay</idno>
            <idno type="stamp" n="AGREENIUM">Archive ouverte en agrobiosciences</idno>
            <idno type="stamp" n="UNIV-EVRY-SACLAY" corresp="UNIV-PARIS-SACLAY">UNIV-EVRY-SACLAY</idno>
            <idno type="stamp" n="INRA-SACLAY" corresp="UNIV-PARIS-SACLAY">INRA-SACLAY</idno>
            <idno type="stamp" n="INRAE">Institut National de Recherche en Agriculture, Alimentation et Environnement</idno>
            <idno type="stamp" n="UNIV-DAUPHINE-PSL" corresp="PSL">Université Paris Dauphine - PSL</idno>
            <idno type="stamp" n="ANR">ANR</idno>
            <idno type="stamp" n="MATHNUM">Département MathNum</idno>
          </seriesStmt>
          <notesStmt>
            <note type="audience" n="2">International</note>
            <note type="popular" n="0">No</note>
            <note type="peer" n="1">Yes</note>
          </notesStmt>
          <sourceDesc>
            <biblStruct>
              <analytic>
                <title xml:lang="en">Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs</title>
                <author role="aut">
                  <persName>
                    <forename type="first">Anis</forename>
                    <surname>Matoussi</surname>
                  </persName>
                  <email type="md5">8c8817a639dc776d7e3d696daaf4f2eb</email>
                  <email type="domain">univ-lemans.fr</email>
                  <idno type="idhal" notation="string">anis-matoussi</idno>
                  <idno type="idhal" notation="numeric">18428</idno>
                  <idno type="halauthorid" notation="string">22807-18428</idno>
                  <idno type="IDREF">https://www.idref.fr/14046560X</idno>
                  <idno type="ORCID">https://orcid.org/0000-0002-8814-9402</idno>
                  <affiliation ref="#struct-90071"/>
                </author>
                <author role="aut">
                  <persName>
                    <forename type="first">Dylan</forename>
                    <surname>Possamaï</surname>
                  </persName>
                  <email type="md5">9bc80f56bbd015e955eaff471d4ca10c</email>
                  <email type="domain">math.ethz.ch</email>
                  <idno type="idhal" notation="string">dylan-possamai</idno>
                  <idno type="idhal" notation="numeric">751630</idno>
                  <idno type="halauthorid" notation="string">13875-751630</idno>
                  <idno type="ARXIV">https://arxiv.org/a/possamai_d_1</idno>
                  <idno type="ORCID">https://orcid.org/0000-0002-9364-0124</idno>
                  <idno type="IDREF">https://www.idref.fr/160382971</idno>
                  <affiliation ref="#struct-60"/>
                  <affiliation ref="#struct-300302"/>
                </author>
                <author role="aut">
                  <persName>
                    <forename type="first">Wissal</forename>
                    <surname>Sabbagh</surname>
                  </persName>
                  <email type="md5">5cd58e33c5461abc6c6789de4cb3bd9f</email>
                  <email type="domain">ensae.fr.the</email>
                  <idno type="idhal" notation="numeric">1256714</idno>
                  <idno type="halauthorid" notation="string">962878-1256714</idno>
                  <idno type="IDREF">https://www.idref.fr/184342880</idno>
                  <idno type="ORCID">https://orcid.org/0000-0002-6631-143X</idno>
                  <idno type="VIAF">https://viaf.org/viaf/315251825</idno>
                  <affiliation ref="#struct-245277"/>
                </author>
              </analytic>
              <monogr>
                <idno type="halJournalId" status="VALID">18192</idno>
                <idno type="issn">0178-8051</idno>
                <idno type="eissn">1432-2064</idno>
                <title level="j">Probability Theory and Related Fields</title>
                <imprint>
                  <publisher>Springer Verlag</publisher>
                  <biblScope unit="volume">174</biblScope>
                  <biblScope unit="pp">177–233</biblScope>
                  <date type="datePub">2019</date>
                </imprint>
              </monogr>
              <idno type="arxiv">1412.5548</idno>
              <idno type="doi">10.1007/s00440-018-0859-4</idno>
            </biblStruct>
          </sourceDesc>
          <profileDesc>
            <langUsage>
              <language ident="en">English</language>
            </langUsage>
            <textClass>
              <classCode scheme="halDomain" n="math.math-pr">Mathematics [math]/Probability [math.PR]</classCode>
              <classCode scheme="halTypology" n="ART">Journal articles</classCode>
              <classCode scheme="halOldTypology" n="ART">Journal articles</classCode>
              <classCode scheme="halTreeTypology" n="ART">Journal articles</classCode>
            </textClass>
            <abstract xml:lang="en">
              <p>In this article, we propose a wellposedness theory for a class of second order backward doubly stochastic differential equation (2BDSDE). We prove existence and uniqueness of the solution under a Lipschitz type assumption on the generator, and we investigate the links between our 2BDSDEs and a class of parabolic fully nonLinear Stochastic PDEs. Precisely, we show that the Markovian solution of 2BDSDEs provide a probabilistic interpretation of the classical and stochastic viscosity solution of fully nonlinear SPDEs.</p>
            </abstract>
          </profileDesc>
        </biblFull>
      </listBibl>
    </body>
    <back>
      <listOrg type="structures">
        <org type="laboratory" xml:id="struct-90071" status="VALID">
          <idno type="IdRef">130408077</idno>
          <idno type="RNSR">200014561G</idno>
          <idno type="ROR">https://ror.org/037h7zx09</idno>
          <orgName>Laboratoire Manceau de Mathématiques</orgName>
          <orgName type="acronym">LMM</orgName>
          <desc>
            <address>
              <addrLine>Le Mans Université - Faculté des Sciences et TechniquesAvenue Olivier Messiaen - 72085 Le Mans Cedex 9 (France)</addrLine>
              <country key="FR"/>
            </address>
          </desc>
          <listRelation>
            <relation name="EA3263" active="#struct-7566" type="direct"/>
          </listRelation>
        </org>
        <org type="laboratory" xml:id="struct-60" status="VALID">
          <idno type="IdRef">088064239</idno>
          <idno type="ISNI">0000 0004 0645 4046</idno>
          <idno type="RNSR">199712592E</idno>
          <idno type="ROR">https://ror.org/03s0gj002</idno>
          <idno type="Wikidata">Q2913547</idno>
          <orgName>CEntre de REcherches en MAthématiques de la DEcision</orgName>
          <orgName type="acronym">CEREMADE</orgName>
          <date type="start">1971-01-01</date>
          <desc>
            <address>
              <addrLine>Place du Maréchal de Lattre de Tassigny 75775 - Paris Cedex 16</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.ceremade.dauphine.fr/index.html</ref>
          </desc>
          <listRelation>
            <relation active="#struct-300302" type="direct"/>
            <relation active="#struct-564132" type="indirect"/>
            <relation name="UMR7534 / URA749" active="#struct-441569" type="direct"/>
          </listRelation>
        </org>
        <org type="institution" xml:id="struct-300302" status="VALID">
          <idno type="IdRef">027787109</idno>
          <idno type="ISNI">0000000120977052</idno>
          <idno type="ROR">https://ror.org/052bz7812</idno>
          <idno type="Wikidata">Q1546437</idno>
          <orgName>Université Paris Dauphine-PSL</orgName>
          <desc>
            <address>
              <addrLine>Place du Maréchal de Lattre de Tassigny75775 PARIS Cedex 16</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">https://dauphine.psl.eu/</ref>
          </desc>
          <listRelation>
            <relation active="#struct-564132" type="direct"/>
          </listRelation>
        </org>
        <org type="laboratory" xml:id="struct-245277" status="OLD">
          <orgName>Laboratoire de Mathématiques et Modélisation d'Evry</orgName>
          <orgName type="acronym">LaMME</orgName>
          <date type="start">2018-01-01</date>
          <date type="end">2019-12-31</date>
          <desc>
            <address>
              <addrLine>23 bvd de France 91 037 Évry</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://stat.genopole.cnrs.fr/</ref>
          </desc>
          <listRelation>
            <relation name="USC1152" active="#struct-92114" type="direct"/>
            <relation active="#struct-179741" type="direct"/>
            <relation active="#struct-300306" type="direct"/>
            <relation name="UMR8071" active="#struct-441569" type="direct"/>
          </listRelation>
        </org>
        <org type="institution" xml:id="struct-7566" status="VALID">
          <idno type="IdRef">026404435</idno>
          <idno type="ROR">https://ror.org/01mtcc283</idno>
          <orgName>Le Mans Université</orgName>
          <orgName type="acronym">UM</orgName>
          <desc>
            <address>
              <addrLine>Avenue Olivier Messiaen - 72085 Le Mans cedex 9</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.univ-lemans.fr/</ref>
          </desc>
        </org>
        <org type="regroupinstitution" xml:id="struct-564132" status="VALID">
          <idno type="IdRef">241597595</idno>
          <idno type="ISNI">0000 0004 1784 3645</idno>
          <idno type="ROR">https://ror.org/013cjyk83</idno>
          <orgName>Université Paris Sciences et Lettres</orgName>
          <orgName type="acronym">PSL</orgName>
          <desc>
            <address>
              <addrLine>60 rue Mazarine 75006 Paris</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">https://www.psl.eu/</ref>
          </desc>
        </org>
        <org type="regroupinstitution" xml:id="struct-441569" status="VALID">
          <idno type="IdRef">02636817X</idno>
          <idno type="ISNI">0000000122597504</idno>
          <idno type="ROR">https://ror.org/02feahw73</idno>
          <orgName>Centre National de la Recherche Scientifique</orgName>
          <orgName type="acronym">CNRS</orgName>
          <date type="start">1939-10-19</date>
          <desc>
            <address>
              <country key="FR"/>
            </address>
            <ref type="url">https://www.cnrs.fr/</ref>
          </desc>
        </org>
        <org type="institution" xml:id="struct-92114" status="OLD">
          <idno type="ROR">https://ror.org/01x3gbx83</idno>
          <orgName>Institut National de la Recherche Agronomique</orgName>
          <orgName type="acronym">INRA</orgName>
          <date type="start">1946-05-18</date>
          <date type="end">2019-12-31</date>
          <desc>
            <address>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.inra.fr</ref>
          </desc>
        </org>
        <org type="institution" xml:id="struct-179741" status="VALID">
          <orgName>Ecole Nationale Supérieure d'Informatique pour l'Industrie et l'Entreprise</orgName>
          <orgName type="acronym">ENSIIE</orgName>
          <desc>
            <address>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.ensiie.fr/</ref>
          </desc>
        </org>
        <org type="institution" xml:id="struct-300306" status="VALID">
          <idno type="IdRef">030820529</idno>
          <idno type="ISNI">0000000121805818</idno>
          <idno type="ROR">https://ror.org/00e96v939</idno>
          <idno type="Wikidata">Q1531014</idno>
          <orgName>Université d'Évry-Val-d'Essonne</orgName>
          <orgName type="acronym">UEVE</orgName>
          <date type="start">1991-07-22</date>
          <desc>
            <address>
              <addrLine>Boulevard François Mitterrand 91025 Evry Cedex</addrLine>
              <country key="FR"/>
            </address>
            <ref type="url">http://www.univ-evry.fr</ref>
          </desc>
        </org>
      </listOrg>
      <listOrg type="projects">
        <org type="anrProject" xml:id="projanr-38047" status="VALID">
          <idno type="anr">ANR-11-LABX-0019</idno>
          <idno type="program">Laboratoires d'excellence</idno>
          <orgName>LABEX FCD</orgName>
          <desc>LABEX Finance &amp; Croissance Durable</desc>
          <date type="start">2011</date>
        </org>
        <org type="anrProject" xml:id="projanr-45154" status="VALID">
          <idno type="anr">ANR-15-CE05-0024</idno>
          <orgName>CAESARS</orgName>
          <desc>Contrôle et simulation des systèmes électriques, interaction et robustesse</desc>
          <date type="start">2015</date>
        </org>
      </listOrg>
    </back>
  </text>
</TEI>