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

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

2008-10-02

arxiv.org/abs/0810.0436v4

Mathematics

Probability

This article is submitted in Stochastic and dynamics

Scientific paper

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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