Generalized BSDEs and nonlinear Neumann boundary value problems
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Publication:1390765
DOI10.1007/s004400050158zbMath0909.60046OpenAlexW1966384624MaRDI QIDQ1390765
Etienne Pardoux, Shuguang Zhang
Publication date: 21 March 1999
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050158
viscosity solutionbackward stochastic differential equationsemilinear partial differential equationnonlinear Neumann boundary conditionreflected diffusion process
Nonlinear elliptic equations (35J60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99)
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