Backward doubly SDEs and semilinear stochastic PDEs in a convex domain

DOI10.1016/j.spa.2016.12.010zbMath1372.60085arXiv1405.5822OpenAlexW2963985520MaRDI QIDQ2402424

Tu-Sheng Zhang, Wissal Sabbagh, Anis Matoussi

Publication date: 7 September 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.5822

zbMATH Keywords

stochastic partial differential equationsSkorokhod problemdiffeomorphismsstochastic flowconvex domainsregular measurereflected backward doubly stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46)

Related Items (9)

Systems of reflected stochastic PDEs in a convex domain: analytical approach ⋮ Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain ⋮ The obstacle problem for stochastic porous media equations ⋮ Backward doubly-stochastic differential equations with mean reflection ⋮ Reflected backward stochastic partial differential equations in a convex domain ⋮ Reflecting image-dependent SDEs in Wasserstein space and large deviation principle ⋮ Large deviation principles of obstacle problems for quasilinear stochastic PDEs ⋮ Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes ⋮ Reflected backward stochastic partial differential equations with jumps in a convex domain

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