Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第53回ISCIE「確率システム理論と応用」国際シンポジウム(2021年10月, 草津)
Stochastic Viscosity Solution to Obstacle SPDE
Tadashi Hayashi
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ジャーナル フリー

2022 年 2022 巻 p. 29-35

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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.
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© 2022 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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