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Stochastic viscosity solutions for stochastic integral-partial differential equations
Journal of Mathematical Physics ( IF 1.2 ) Pub Date : 2021-02-04 , DOI: 10.1063/5.0019229
Jinbiao Wu 1
Affiliation  

In order to study stochastic viscosity solutions for a class of semilinear stochastic integral-partial differential equations (SIPDEs), a new class of generalized backward doubly stochastic differential equations with general jumps is investigated. The definition of stochastic viscosity solutions of SIPDEs is introduced. A probabilistic representation for stochastic viscosity solutions of semilinear SIPDEs with nonlinear Neumann boundary conditions is given.

中文翻译:

随机积分-偏微分方程的随机粘度解

为了研究一类半线性随机积分-偏微分方程(SIPDEs)的随机粘度解,研究了一类新的具有一般跳跃的广义后向双随机微分方程。介绍了SIPDEs的随机粘度解的定义。给出了具有非线性诺伊曼边界条件的半线性SIPDEs随机粘度解的概率表示。
更新日期:2021-02-26
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