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MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS.
- Source :
- Stochastics & Dynamics; Jun2008, Vol. 8 Issue 2, p271-294, 24p
- Publication Year :
- 2008
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02194937
- Volume :
- 8
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Stochastics & Dynamics
- Publication Type :
- Academic Journal
- Accession number :
- 32757918
- Full Text :
- https://doi.org/10.1142/S0219493708002317