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MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS.

Authors :
BOUFOUSSI, B.
MRHARDY, N.
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