Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs (Q1950719)
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scientific article; zbMATH DE number 6162749
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| English | Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs |
scientific article; zbMATH DE number 6162749 |
Statements
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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0.8951147198677063
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0.8860634565353394
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0.8640972971916199
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0.8347933888435364
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0.8286012411117554
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