On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions

DOI10.1016/J.SPA.2019.02.013MaRDI QIDQ2289802zbMATH OpenOpenAlexWikidataFDO

Authors Jing Wu, Mengqi Zheng, Jiagang Ren

Publication date 24 January 2020

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2019.02.013

zbMATH Keywords

viscosity solutionsNeumann conditiondistribution solutionssecond-order elliptic and parabolic equations

Mathematics Subject Classification ID

Weak solutions to PDEs (35D30) Viscosity solutions to PDEs (35D40) Boundary value problems for second-order elliptic equations (35J25) Second-order parabolic equations (35K10)

Cites work

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Cited in

(4)

• The trace fractional Laplacian and the mid-range fractional Laplacian
• Multi-dimensional path-dependent forward-backward stochastic variational inequalities
• On the relationship between viscosity and distribution solutions for nonlinear Neumann type PDEs: the probabilistic approach
• Monotone iterations of two obstacle problems with different operators

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