Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
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DOI: 10.1016/j.spa.2016.12.010
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References listed on IDEAS
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Cited by:
- Liu, Ruoyang & Tang, Shanjian, 2024. "The obstacle problem for stochastic porous media equations," Stochastic Processes and their Applications, Elsevier, vol. 167(C).
- Yang, Xue & Zhang, Qi & Zhang, Tusheng, 2020. "Reflected backward stochastic partial differential equations in a convex domain," Stochastic Processes and their Applications, Elsevier, vol. 130(10), pages 6038-6063.
- Yang, Xue, 2019. "Reflected backward stochastic partial differential equations with jumps in a convex domain," Statistics & Probability Letters, Elsevier, vol. 152(C), pages 126-136.
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Keywords
Stochastic partial differential equation; Reflected backward doubly stochastic differential equation; Skorohod problem; Convex domains; Stochastic flow; Flow of diffeomorphisms; Regular measure;All these keywords.
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