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Revision as of 21:42, 13 February 2024

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Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition
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    Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition (English)
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    4 October 2022
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    backward stochastic differential equations
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    penalization method
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    reflecting stochastic differential equation
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    viscosity solution
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