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
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