Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients (Q5065037)
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scientific article; zbMATH DE number 7492878
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients |
scientific article; zbMATH DE number 7492878 |
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Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients (English)
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18 March 2022
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reflected diffusion
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penalization
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weak solution of stochastic differential equation
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\(S\)-topology
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convergence in law
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backward stochastic differential equations
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\(L^p\)-viscosity solution for partial differential equations
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