Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
DOI10.1016/j.spa.2016.12.010zbMath1372.60085arXiv1405.5822OpenAlexW2963985520MaRDI QIDQ2402424
Tu-Sheng Zhang, Wissal Sabbagh, Anis Matoussi
Publication date: 7 September 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.5822
stochastic partial differential equationsSkorokhod problemdiffeomorphismsstochastic flowconvex domainsregular measurereflected backward doubly stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46)
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