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
Link To Document :
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