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Stochastic viscosity solutions for SPDEs with continuous coefficients
- 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