Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part II

Rainer Buckdahn and Jin Ma

Stochastic Processes and their Applications, 2001, vol. 93, issue 2, 205-228

Abstract: This paper is a continuation of our previous work (Part I, Stochastic Process. Appl. 93 (2001) 181-204), with the main purpose of establishing the uniqueness of the stochastic viscosity solution introduced there. We shall prove a comparison theorem between a stochastic viscosity solution and an [omega]-wise stochastic viscosity solution, which will lead to the uniqueness results. As the byproducts we extend the measurable section theorem of Dellacherie and Meyer (1978), and a fundamental lemma of Crandall et al. (1992)

Keywords: Stochastic; PDEs; Stochastic; viscosity; solutions; Uniqueness; (Optional); section; theorem (search for similar items in EconPapers)
Date: 2001
References: View complete reference list from CitEc
Citations: View citations in EconPapers (13)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(00)00092-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:93:y:2001:i:2:p:205-228

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().