Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition
DOI10.1214/22-EJP823WikidataQ114060447 ScholiaQ114060447MaRDI QIDQ2082652
Brahim Boufoussi, Soufiane Mouchtabih, Khaled Bahlali
Publication date: 4 October 2022
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.04827
viscosity solutionbackward stochastic differential equationspenalization methodreflecting stochastic differential equation
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61)
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