The obstacle problem for quasilinear stochastic integral-partial differential equations

DOI10.1080/17442508.2019.1624751OpenAlexW3008353984WikidataQ127736567 ScholiaQ127736567MaRDI QIDQ5086483FDOQ5086483

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

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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)

Cites Work

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Cited In (10)

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

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