Obstacle problems for parabolic SDEs with Hölder continuous diffusion: from weak to strong solutions

DOI10.1016/j.jmaa.2017.01.044zbMath1381.35258OpenAlexW2582649264MaRDI QIDQ511274

Aurel Răşcanu, Eduard Rotenstein

Publication date: 14 February 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.01.044

zbMATH Keywords

Hölder regularityobstacle problemstochastic differential inclusions

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) PDEs with multivalued right-hand sides (35R70) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Weak solutions to PDEs (35D30) Strong solutions to PDEs (35D35)

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