• Title of article

    Stochastic viscosity solutions for SPDEs with continuous coefficients

  • Author/Authors

    Djehiche، نويسنده , , Boualem and N?zi، نويسنده , , Modeste and Owo، نويسنده , , Jean-Marc، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2011
  • Pages
    7
  • From page
    63
  • To page
    69
  • Abstract
    In this note, nonlinear stochastic partial differential equations (SPDEs) with continuous coefficients are studied. Via the solutions of backward doubly stochastic differential equations (BDSDEs) with continuous coefficients, we provide an existence result of stochastic viscosity sub- and super-solutions to this class of SPDEs. Under some stronger conditions, we prove the existence of stochastic viscosity solutions.
  • Keywords
    Stochastic viscosity solution , stochastic partial differential equation , Backward doubly stochastic differential equation
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2011
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1562143