The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations
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Publication:6300746
DOI10.1080/17442508.2019.1624751zbMATH Open1523.60117arXiv1804.09038WikidataQ127736567 ScholiaQ127736567MaRDI QIDQ6300746FDOQ6300746
Authors: Yuchao Dong, Xue Yang, Jing Zhang 
Publication date: 22 April 2018
Abstract: We prove an existence and uniqueness result for the obstacle problem for quasilinear stochastic integral-partial differential equations. Our method is based on the probabilistic interpretation of the solution using backward doubly SDEs with jumps.
PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46) Stochastic integral equations (60H20)
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