MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS

DOI10.1142/S0219493708002317zbMath1146.60051OpenAlexW1996780074MaRDI QIDQ3520408

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Publication date: 26 August 2008

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493708002317

zbMATH Keywords

viscosity solutionYosida approximationbackward doubly stochastic differential equationmultivalued stochastic partial differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic analysis (60H99)

Related Items (1)

Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process

Cites Work

• Skorohod problem and multivalued stochastic evolution equations in Banach spaces
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward stochastic differential equations with subdifferential operator and related variational inequalities
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
• User’s guide to viscosity solutions of second order partial differential equations
• Fully nonlinear stochastic partial differential equations
• Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
• Weak solutions for SPDE's and backward doubly stochastic differential equations

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