کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4618198 1339400 2011 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic viscosity solutions for SPDEs with continuous coefficients
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Stochastic viscosity solutions for SPDEs with continuous coefficients
چکیده انگلیسی

In this note, nonlinear stochastic partial differential equations (SPDEs) with continuous coefficients are studied. Via the solutions of backward doubly stochastic differential equations (BDSDEs) with continuous coefficients, we provide an existence result of stochastic viscosity sub- and super-solutions to this class of SPDEs. Under some stronger conditions, we prove the existence of stochastic viscosity solutions.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 384, Issue 1, 1 December 2011, Pages 63-69