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Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach
Stochastic Processes and their Applications ( IF 1.4 ) Pub Date : 2021-03-01 , DOI: 10.1016/j.spa.2020.11.002
Laurent Denis , Anis Matoussi , Jing Zhang

Abstract We prove an existence and uniqueness result for two-obstacle problem for quasilinear Stochastic PDEs (DOSPDEs for short). The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential equations (BDSDEs for short).

中文翻译:

具有两个障碍的拟线性随机偏微分方程:概率方法

摘要 我们证明了拟线性随机偏微分方程(简称DOSPDE)的二障碍问题的存在唯一性结果。该方法基于使用后向双随机微分方程(简称 BDSDE)对解的概率解释。
更新日期:2021-03-01
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