Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach

Abstract

We prove an existence and uniqueness result for two-obstacle problem for quasilinear Stochastic PDEs (DOSPDEs for short). The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential equations (BDSDEs for short).

References in corpus (1)

• The obstacle problem for quasilinear stochastic PDE's