Laurent Denis, Anis Matoussi, Jing Zhang
Published 2020-12-07Version 1
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).
Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
A probabilistic approach to block sizes in random maps
Reflected Solutions of Backward Doubly Stochastic Differential Equations
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