An approximation result for nonlinear SPDEs with Neumann boundary conditions

DOI10.1016/j.crma.2007.11.025zbMath1139.60030OpenAlexW2092153235MaRDI QIDQ2473020

Naoual Mrhardy

Publication date: 26 February 2008

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2007.11.025

zbMATH Keywords

backward doubly stochastic differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items

A generalized existence theorem of backward doubly stochastic differential equations ⋮ Backward doubly SDEs and SPDEs with superlinear growth generators ⋮ The numerical approximation of stochastic partial differential equations ⋮ Reflected solutions of generalized anticipated backward double stochastic differential equations ⋮ Backward doubly stochastic differential equations with a superlinear growth generator ⋮ Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions

Cites Work

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• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• An approximation result for a nonlinear Neumann boundary value problem via BSDEs
• Stochastic differential equations with reflecting boundary conditions