Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs

Auguste Aman; Naoual Mrhardy

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arXiv · 0810.0436

Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs

Auguste Aman·Naoual Mrhardy

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Abstract

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 it connection with reflected generalized backward doubly stochastic differential equation.

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BibTeX RIS

Auguste Aman, Naoual Mrhardy. 2009-07-11. Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs. https://arxiv.org/abs/0810.0436

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