Homogenization of reflected semilinear PDEs with nonlinear Neumann boundary condition (Q3103222): Difference between revisions

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+Boundary layers and homogenization of transport processes
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+An approximation result for a nonlinear Neumann boundary value problem via BSDEs
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+Backward Stochastic Differential Equations in Finance
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+Zero-sum stochastic differential games and backward equations
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+Stochastic differential equations with reflecting boundary conditions
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+Adapted solution of a backward stochastic differential equation
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+Generalized BSDEs and nonlinear Neumann boundary value problems
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+Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition
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