Multivalued stochastic partial differential equations via backward doubly stochastic differential equations

被引:2
|
作者
Boufoussi, B. [1 ]
Mrhardy, N. [1 ]
机构
[1] Cadi Ayyad Univ, Fac Sci Semlalia, Dept Math, Marrakech, Morocco
关键词
backward doubly stochastic differential equation; multivalued stochastic partial differential equation; viscosity solution;
D O I
10.1142/S0219493708002317
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we establish by means of Yosida approximation, the existence and uniqueness of the solution of a backward doubly stochastic differential equation whose coefficient contains the subdifferential of a convex function. We will use this result to prove the existence of stochastic viscosity solution for some multivalued parabolic stochastic partial differential equation.
引用
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页码:271 / 294
页数:24
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