arXiv subjects

Naoual Mrhardy

Publications and source records attributed to Naoual Mrhardy.

2 recordsLinked to original sources

arXiv2011

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

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.

math.PR↗

arXiv2009

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 it connection with reflected generalized backward doubly stochastic differential equation.

math.PR↗