Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs (Q1950719)
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| Language | Label | Description | Also known as |
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| English | Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs |
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Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs (English)
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13 May 2013
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backward doubly SDEs
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stochastic PDEs
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obstacle problem
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stochastic viscosity solutions
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