Stochastic viscosity solutions for SPDEs with continuous coefficients

DOI10.1016/j.jmaa.2010.08.005zbMath1223.60043OpenAlexW2087189686MaRDI QIDQ638459

Jean-Marc Owo, Modeste N'zi, Boualem Djehiche

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

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

• Asymptotic expansions for Markov processes with Lévy generators
• Backward doubly stochastic differential equations with discontinuous coefficients
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Generalized BSDEs and nonlinear Neumann boundary value problems
• 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
• On a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition
• 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
• Fully nonlinear stochastic partial differential equations
• Backward doubly stochastic differential equations with non-Lipschitz coefficients
• Stochastic differential equations. An introduction with applications.
• Unnamed Item
• Unnamed Item

This page was built for publication: Stochastic viscosity solutions for SPDEs with continuous coefficients