Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition (Q3423724)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition |
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Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition (English)
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15 February 2007
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backward stochastic differential equations
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reflection
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viscosity solution
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penalization method
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