Neumann Boundary Condition via Reflected Generalized Backward Doubly Sdes
نویسنده
چکیده
This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use its connection with reflected generalized backward doubly stochastic differential equations. AMS Subject Classification: 60H15; 60H20
منابع مشابه
Obstacle Problem for Spde with Nonlinear Neumann Boundary Condition via Reflected Generalized Backward Doubly Sdes
This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use its connection with reflected generalized backward doubly stochastic differential equations. AMS Subject Classification: 60H15; 60H20
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