Stochastic viscosity solutions for SPDEs with continuous coefficients

Boualem Djehiche, Modeste N'zi, Jean Marc Owo

Research output: Contribution to journalArticlepeer-review


In this note, nonlinear stochastic partial differential equations (SPDEs) with continuous coefficients are studied. Via the solutions of backward doubly stochastic differential equations (BDSDEs) with continuous coefficients, we provide an existence result of stochastic viscosity sub- and super-solutions to this class of SPDEs. Under some stronger conditions, we prove the existence of stochastic viscosity solutions.

Original languageEnglish (US)
Pages (from-to)63-69
Number of pages7
JournalJournal of Mathematical Analysis and Applications
Issue number1
StatePublished - Dec 1 2011


  • Backward doubly stochastic differential equation
  • Stochastic partial differential equation
  • Stochastic viscosity solution

ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics


Dive into the research topics of 'Stochastic viscosity solutions for SPDEs with continuous coefficients'. Together they form a unique fingerprint.

Cite this