OpenAlex | The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator

The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator

Work

Year: 2015

Type: article

Abstract: We prove the existence and uniqueness ofsolution of the obstacle problem for quasilinear Stochastic PDEs with non-homogeneous second order operator.Our method is based on analytical technics coming fr... more

Source: Discrete and Continuous Dynamical Systems

Authors Laurent Denis, Anis Matoussi, Jing Zhang

Institutions Laboratoire de Mathématiques, Fudan University

Cites: 27

Cited by: 1

Related to: 10

FWCI:

Citation percentile (by year/subfield): 52.77

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: gold