系数不连续SPDEs的随机粘度解

IF 1 4区数学

Applied Mathematics-A Journal of Chinese Universities Series B Pub Date : 2020-11-02 DOI:10.4236/am.2020.1111083

Yidong Zhang

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引用次数: 0

摘要

研究了一类具有不连续系数的非线性随机偏微分方程。本文的研究是受近年来一些关于非lipschitz条件下随机粘度解的研究的启发。通过研究具有不连续系数的倒向双随机微分方程的解，构造了系数f的一个新的近似函数fn，得到了随机粘度子解(或超解)的存在性。本文的研究结果可以看作是对相关文献的延伸和应用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Stochastic Viscosity Solutions for SPDEs with Discontinuous Coefficients

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.

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来源期刊

Applied Mathematics-A Journal of Chinese Universities Series B MATHEMATICS, APPLIED-

自引率

10.00%

发文量

期刊介绍： Applied Mathematics promotes the integration of mathematics with other scientific disciplines, expanding its fields of study and promoting the development of relevant interdisciplinary subjects. The journal mainly publishes original research papers that apply mathematical concepts, theories and methods to other subjects such as physics, chemistry, biology, information science, energy, environmental science, economics, and finance. In addition, it also reports the latest developments and trends in which mathematics interacts with other disciplines. Readers include professors and students, professionals in applied mathematics, and engineers at research institutes and in industry. Applied Mathematics - A Journal of Chinese Universities has been an English-language quarterly since 1993. The English edition, abbreviated as Series B, has different contents than this Chinese edition, Series A.