Related papers: The Obstacle Problem for Quasilinear Stochastic In…

In this paper, we present a sufficient condition for the large deviation criteria of Budhiraja, Dupuis and Maroulas for functionals of Brownian motions. We then establish a large deviation principle for obstacle problems of quasi-linear…

We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide a stochastic representation of the solution and show that it…

In this paper, we study forward-backward doubly stochastic differential equations driven by Brownian motions and Poisson process (FBDSDEP in short). Both the probabilistic interpretation for the solutions to a class of quasilinear…

We prove the existence and uniqueness of the solution of a semilinear PDE's and also PDE's with obstacle under monotonicity condition. Moreover we give the probabilistic interpretation of the Sobolev's solutions in term of Backward SDE and…

In this article we consider the problem of finding the visibility set from a given point when the obstacles are represented as the level set of a given function. Although the visibility set can be computed efficiently by ray tracing, there…

This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…

Using probabilistic methods, we establish a-priori estimates for two classes of quasilinear parabolic systems of partial differential equations (PDEs). We treat in particular the case of a nonlinearity which has quadratic growth in the…

We study parabolic quasi-variational inequalities (QVIs) of obstacle type. Under appropriate assumptions on the obstacle mapping, we prove the existence of solutions of such QVIs by two methods: one by time discretisation through elliptic…

This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use it connection with…

In this paper, we consider the Cauchy problem of semi-linear degenerate backward stochastic partial differential equations (BSPDEs in short) under general settings without technical assumptions on the coefficients. For the solution of…

We introduce a probabilistic representation for solutions of quasilinear wave equation with analytic nonlinearities. We use stochastic cascades to prove existence and uniqueness of the solution.

This paper is intended to give a representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use its connection with reflected generalized…

In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of…

We prove the existence of weak solutions for the one obstacle problem associated with a class of quasilinear wave equations in one space dimension, extending previous results obtained in the linear case, and we also address the two…

The main goal of this work is to relate weak and pathwise mild solutions for parabolic quasilinear stochastic partial differential equations (SPDEs). Extending in a suitable way techniques from the theory of nonautonomous semilinear SPDEs…

We prove the existence and uniqueness of non-negative entropy solutions of the obstacle problem for stochastic porous media equations. The core of the method is to combine the entropy formulation with the penalization method.

We consider partial differential equations (PDEs) characterized by an upper barrier that depends on the solution itself and a fixed lower barrier, while accommodating a non-local driver. First, we show a Feynman-Kac representation for the…

We study the Cauchy problem for fully nonlinear (stochastic) parabolic partial differential equations. We provide both in deterministic and stochastic case the existence of a maximal defined solution for the problem and we provide suitable…

We formulate a new class of stochastic partial differential equations (SPDEs), named high-order vector backward SPDEs (B-SPDEs) with jumps, which allow the high-order integral-partial differential operators into both drift and diffusion…

We give a simplified presentation of the obstacle problem approach to stochastic homogenization for elliptic equations in nondivergence form. Our argument also applies to equations which depend on the gradient of the unknown function. In…