Zhang, J., Xiao, L. and Fan, S. (2015) Existence and Comparison Theorem of Minimum Solutions for Backward Doubly Stochastic Differential Equations with Discontinuous Generators. Mathematica Applicata, 28, 909-916. (In Chinese)
https://doi.org/10.13642/j.cnki.42-1184/o1.2015.04.025

has been cited by the following article:

• 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.