Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach
Probability
2020-12-08 v1
Abstract
We prove an existence and uniqueness result for two-obstacle problem for quasilinear Stochastic PDEs (DOSPDEs for short). The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential equations (BDSDEs for short).
Keywords
Cite
@article{arxiv.2012.03557,
title = {Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach},
author = {Laurent Denis and Anis Matoussi and Jing Zhang},
journal= {arXiv preprint arXiv:2012.03557},
year = {2020}
}