1. Stochastic viscosity solutions for stochastic integral-partial differential equations
- Author
-
Jinbiao Wu
- Subjects
Partial differential equation ,Differential equation ,010102 general mathematics ,Probabilistic logic ,Statistical and Nonlinear Physics ,01 natural sciences ,Viscosity ,Nonlinear system ,Stochastic differential equation ,0103 physical sciences ,Neumann boundary condition ,Applied mathematics ,010307 mathematical physics ,0101 mathematics ,Representation (mathematics) ,Mathematical Physics ,Mathematics - Abstract
In order to study stochastic viscosity solutions for a class of semilinear stochastic integral-partial differential equations (SIPDEs), a new class of generalized backward doubly stochastic differential equations with general jumps is investigated. The definition of stochastic viscosity solutions of SIPDEs is introduced. A probabilistic representation for stochastic viscosity solutions of semilinear SIPDEs with nonlinear Neumann boundary conditions is given.
- Published
- 2021