Article ID Journal Published Year Pages File Type
1153084 Statistics & Probability Letters 2013 12 Pages PDF
Abstract

This paper is intended to give a representation for a 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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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