The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations

DOI10.1080/17442508.2019.1624751MaRDI QIDQ6300746arXivWikidataFDO

Authors Yuchao Dong, Xue Yang, Jing Zhang

Publication date 22 April 2018

PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46) Stochastic integral equations (60H20)

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.

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