کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6415078 1334920 2014 59 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the quasi-linear reflected backward stochastic partial differential equations
ترجمه فارسی عنوان
در شبه خطی معادلات دیفرانسیل منحصر به فرد استقلالی معکوس عقب مانده عقب؟
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
چکیده انگلیسی

This paper is concerned with the quasi-linear reflected backward stochastic partial differential equation (RBSPDE for short). Basing on the theory of backward stochastic partial differential equation and the parabolic capacity and potential, we first associate RBSPDE to a variational problem, and via the penalization method, we prove the existence and uniqueness of the solution for linear RBSPDE with Laplacian leading coefficients. With the continuity approach, we further obtain the well-posedness of general quasi-linear RBSPDEs. Related results, including Itô formulas for backward stochastic partial differential equations with stochastic regular measures, the comparison principle for solutions of RBSPDEs and the connections with reflected backward stochastic differential equations and optimal stopping problems, are addressed as well.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 267, Issue 10, 15 November 2014, Pages 3598-3656
نویسندگان
, ,