The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations

Yuchao Dong; Xue Yang; Jing Zhang

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arXiv · 1804.09038

The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations

Yuchao Dong·Xue Yang·Jing Zhang

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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.

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Yuchao Dong, Xue Yang, Jing Zhang. 2018-04-22. The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations. https://arxiv.org/abs/1804.09038

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