Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach.

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Authors
Publication date
2020
Publication type
Other
Summary 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).
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