The 53rd ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Oct. 2021, KUSATSU)
Stochastic Viscosity Solution to Obstacle SPDE
2022 Volume 2022 Pages 29-35
Details
2022 Volume 2022 Pages 29-35
We claim the existence of a stochastic viscosity solution to obstacle stochastic partial differential equation associated with double barrier backward doubly stochastic differential equation, by using the Doss-Sussman transformation.
