Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153084 | Statistics & Probability Letters | 2013 | 12 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Auguste Aman, Naoul Mrhardy,