Stochastic viscosity solutions for SPDEs with continuous coefficients

DOI10.1016/J.JMAA.2010.08.005zbMATH Open1223.60043OpenAlexW2087189686MaRDI QIDQ638459FDOQ638459

Authors: Boualem Djehiche, Modeste N'Zi, Jean-Marc Owo 

Publication date: 12 September 2011

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.2010.08.005

Recommendations

• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
• Stochastic viscosity solutions for stochastic integral-partial differential equations
• Quasi-linear parabolic SPDEs with continuous coefficients
• Stationary stochastic viscosity solutions of SPDEs

zbMATH Keywords

stochastic partial differential equationbackward doubly stochastic differential equationstochastic viscosity solution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Stochastic differential equations. An introduction with applications.
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• Viscosity Solutions of Hamilton-Jacobi Equations
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• User’s guide to viscosity solutions of second order partial differential equations
• Title not available (Why is that?)
• Fully nonlinear stochastic partial differential equations
• Title not available (Why is that?)
• Generalized BSDEs and nonlinear Neumann boundary value problems
• Asymptotic expansions for Markov processes with Lévy generators
• Backward doubly stochastic differential equations with discontinuous coefficients
• Backward doubly stochastic differential equations with non-Lipschitz coefficients
• On a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition

Cited In (5)

• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
• Stationary stochastic viscosity solutions of SPDEs
• Superconvergent scheme for a system of Green Fredholm integral equations
• Stochastic viscosity solutions for stochastic integral-partial differential equations

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