[1] Crandall, M.G. and Lions, P.L. (1983) Viscosity Solutions of Hamilton-Jacobi Equations. Transactions of the American Mathematical Society, 277, 1-42.
https://doi.org/10.1090/S0002-9947-1983-0690039-8
[2] Ishii, H. (1989) On Uniqueness and Existence of Viscosity Solutions of Fully Nonlinear Second-Order Elliptic PDE's. Communications on Pure and Applied Mathematics, 42, 15-45.
https://doi.org/10.1002/cpa.3160420103
[3] Crandall, M.G., Ishii, H. and Lions, P.L. (1992) User's Guide to Viscosity Solutions of Second Order Partial Differential Equations. Bulletin of the American Mathematical Society, 27, 1-67.
http://doi.org/10.1090/S0273-0979-1992-00266-5
[4] Lions, P.L. and Souganidis, P.E. (1998) Fully Nonlinear Stochastic Partial Differential Equations. Comptes Rendus de l'Académie des Sciences. Series I. Mathematics, 326, 1085-1092.
https://doi.org/10.1016/S0764-4442(98)80067-0
[5] Buckdahn, R. and Ma, J. (2001) Stochastic Viscosity Solutions for Nonlinear Stochastic Partial Differential Equations. Part I. Stochastic Processes and Their Applications, 93, 181-104.
https://doi.org/10.1016/S0304-4149(00)00093-4
[6] Pardoux, E. and Peng, S. (1990) Adapted Solution of a Backward Stochastic Differential Equation. Systems and Control Letters, 14, 55-61.
https://doi.org/10.1016/0167-6911(90)90082-6
[7] Pardoux, E. and Peng, S. (1994) Backward Doubly Stochastic Differential Equations and Systems of Quasilinear SPDEs. Probability Theory and Related Fields, 98, 209-227.
https://doi.org/10.1007/BF01192514
[8] Shi, Y., Gu, Y. and Liu, K. (2005) Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications. Stochastic Analysis and Applications, 23, 97-110.
https://doi.org/10.1081/SAP-200044444
[9] Lin, Q. (2009) A Class of Backward Doubly Stochastic Differential Equations with Non-Lipschitz Coefficients. Statistics and Probability Letters, 79, 2223-2229.
https://doi.org/10.1016/j.spl.2009.07.019
[10] Zhang, J., Xiao, L. and Fan, S. (2015) Existence and Comparison Theorem of Minimum Solutions for Backward Doubly Stochastic Differential Equations with Discontinuous Generators. Mathematica Applicata, 28, 909-916. (In Chinese)
https://doi.org/10.13642/j.cnki.42-1184/o1.2015.04.025
[11] Boufoussi, B., Van Casteren, J. and Mrhardy, N. (2007) Generalized Backward Doubly Stochastic Differential Equations and SPDEs with Nonlinear Neumann Boundary Conditions. Bernoulli, 13, 423-446.
https://doi.org/10.3150/07-BEJ5092
[12] Djehiche, B., N'zi, M. and Owo, J. (2011) Stochastic Viscosity Solutions for SPDEs with Continuous Coefficients. Journal of Mathematical Analysis and Applications, 384, 63-69.
https://doi.org/10.1016/j.jmaa.2010.08.005
[13] Lepeltier, J.P. and San Martin, J. (1997) Backward Stochastic Differential Equations with Continuous Coefficient. Statistics and Probability Letters, 32, 425-430.
https://doi.org/10.1016/S0167-7152(96)00103-4
[14] Boufoussi, B. and Ouknine, Y. (2003) On a SDE Driven by a Fractional Brownian Motion and with Monotone Drift. Electronic Communications in Probability, 8, 112-134.
http://doi.org/10.1214/ecp.v8-1084