Abstract
In order to study stochastic viscosity solutions for a class of semilinear stochastic integral-partial differential equations (SIPDEs), a new class of generalized backward doubly stochastic differential equations with general jumps is investigated. The definition of stochastic viscosity solutions of SIPDEs is introduced. A probabilistic representation for stochastic viscosity solutions of semilinear SIPDEs with nonlinear Neumann boundary conditions is given.
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