Quasilinear stochastic PDEs with two obstacles: probabilistic approach

DOI10.1016/J.SPA.2020.11.002zbMATH Open1460.60063arXiv2012.03557OpenAlexW3108264832WikidataQ114130776 ScholiaQ114130776MaRDI QIDQ1994906FDOQ1994906

Authors: Laurent Denis, Jing Zhang, Anis Matoussi 

Publication date: 18 February 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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).

Full work available at URL: https://arxiv.org/abs/2012.03557

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zbMATH Keywords

stochastic partial differential equations, two-obstacle problem, backward doubly stochastic differential equations, regular potential, regular measure

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Potentials and capacities, extremal length and related notions in higher dimensions (31B15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (8)

• The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator
• The obstacle problem for stochastic porous media equations
• The obstacle problem for quasilinear stochastic PDEs with degenerate operator
• The obstacle problem for quasilinear stochastic PDE's
• The obstacle problem for quasilinear stochastic PDEs: analytical approach
• The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition
• The obstacle problem for quasilinear stochastic integral-partial differential equations
• A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems

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