On approximations for reflected SDEs and SPDEs with Neumann boundary conditions (Q6156565)

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scientific article; zbMATH DE number 7695627
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    On approximations for reflected SDEs and SPDEs with Neumann boundary conditions
    scientific article; zbMATH DE number 7695627

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      On approximations for reflected SDEs and SPDEs with Neumann boundary conditions (English)
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      13 June 2023
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      reflected stochastic differential equation
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      smooth approximation
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      limit theorem
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      Neumann boundary condition
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      stochastic partial differential equation
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      backward doubly stochastic differential equation
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