Back to Search Start Over

Stochastic viscosity solutions for SPDEs with continuous coefficients

Authors :
Djehiche, Boualem
Nʼzi, Modeste
Owo, Jean-Marc
Source :
Journal of Mathematical Analysis & Applications. Dec2011, Vol. 384 Issue 1, p63-69. 7p.
Publication Year :
2011

Abstract

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. [Copyright &y& Elsevier]

Details

Language :
English
ISSN :
0022247X
Volume :
384
Issue :
1
Database :
Academic Search Index
Journal :
Journal of Mathematical Analysis & Applications
Publication Type :
Academic Journal
Accession number :
63555322
Full Text :
https://doi.org/10.1016/j.jmaa.2010.08.005