The obstacle problem for quasilinear stochastic integral-partial differential equations

DOI10.1080/17442508.2019.1624751OpenAlexW3008353984WikidataQ127736567 ScholiaQ127736567MaRDI QIDQ5086483

Yuchao Dong, Jing Zhang, Xue Yang

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.09038

zbMATH Keywords

stochastic partial differential equationsobstacle problemregular measureregular potentialbackward doubly stochastic differential equations with jumpsintegral-partial differential operators

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46) Stochastic integral equations (60H20) Jump processes on discrete state spaces (60J74)

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The obstacle problem for stochastic porous media equations

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