The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations
Probability
2018-06-08 v1
Abstract
We prove an existence and uniqueness result for the obstacle problem for quasilinear stochastic integral-partial differential equations. Our method is based on the probabilistic interpretation of the solution using backward doubly SDEs with jumps.
Keywords
Cite
@article{arxiv.1804.09038,
title = {The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations},
author = {Yuchao Dong and Xue Yang and Jing Zhang},
journal= {arXiv preprint arXiv:1804.09038},
year = {2018}
}
Comments
arXiv admin note: text overlap with arXiv:1010.2307 by other authors