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arXiv · 1011.3220

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 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.

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BibTeXRIS

Auguste Aman, Naoual Mrhardy. 2011-08-03. Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs. https://arxiv.org/abs/1011.3220

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