Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions (Q2314818)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions |
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Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions (English)
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30 July 2019
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HJB equation
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Neumann condition
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reflected stochastic differential equation
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stochastic partial differential equation
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viscosity solution
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