Article ID Journal Published Year Pages File Type
4618198 Journal of Mathematical Analysis and Applications 2011 7 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis