TITLE:
Stochastic Viscosity Solutions for SPDEs with Discontinuous Coefficients
AUTHORS:
Yidong Zhang
KEYWORDS:
Stochastic Partial Differential Equation, Stochastic Viscosity Solution, Backward Doubly Stochastic Differential Equation
JOURNAL NAME:
Applied Mathematics,
Vol.11 No.11,
November
30,
2020
ABSTRACT: In this paper, a class of nonlinear stochastic partial differential equations with discontinuous coefficients is investigated. This study is motivated by some research on stochastic viscosity solutions under non-Lipschitz conditions recently. By studying the solutions of backward doubly stochastic differential equations with discontinuous coefficients and constructing a new approximation function fn to the coefficient f, we get the existence of stochastic viscosity sub-solutions (or super-solutions).The results of this paper can be seen as the extension and application of related articles.