论文标题
带有两个障碍的准线性随机PDE:概率方法
Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach
论文作者
论文摘要
我们证明了quasilerearatogentakastic PDE的两种源性问题的存在和唯一性结果(简称dospdes)。该方法是基于对解决方案的概率解释,它通过使用向后双随机微分方程(简称BDSDE)。
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).