Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs (Q389003): Difference between revisions
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Latest revision as of 09:43, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs |
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Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs (English)
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17 January 2014
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reflecting stochastic differential equation
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penalization method
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weak solution
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Jakubowski \(S\)-topology
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backward stochastic differential equations
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