Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions

DOI10.1216/JIE.2023.35.311OpenAlexW4387940998MaRDI QIDQ6143169

Mohammed Elhachemy, Mohamed El Otmani

Publication date: 23 January 2024

Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1216/jie.2023.35.311

zbMATH Keywords

nonlinear Neumann boundary conditionsviscosity solutionobstaclereflected BSDEbackward stochastic differential equations (BSDEs)stochastic monotonestochastic Lipschitz

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic integrals (60H05) Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09)

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