The obstacle problem for quasilinear stochastic integral-partial differential equations

DOI10.1080/17442508.2019.1624751MaRDI QIDQ5086483zbMATH OpenOpenAlexWikidataFDO

Authors Yuchao Dong, Xue Yang, Jing Zhang

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

backward doubly stochastic differential equations with jumpsintegral-partial differential operatorsobstacle problemregular measureregular potentialstochastic partial differential equations

Mathematics Subject Classification ID

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

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Cited in

(11)

• The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem
• Quasilinear stochastic PDEs with two obstacles: probabilistic approach
• The obstacle problem for quasilinear stochastic PDEs with degenerate operator
• Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach
• The obstacle problem for quasilinear stochastic PDEs: analytical approach
• The stochastic obstacle problem for the harmonic oscillator with damping
• Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data
• Random obstacle problems. École d'Été de Probabilités de Saint-Flour XLV -- 2015
• The obstacle problem for stochastic porous media equations
• The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations
• The obstacle problem for quasilinear stochastic PDE's

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