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

来源：

STOCHASTICS AND DYNAMICS | 2008年 / 8卷 / 02期

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

页码：271 / 294

页数：24

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