Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition (Q2082652)
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scientific article; zbMATH DE number 7596254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition |
scientific article; zbMATH DE number 7596254 |
Statements
Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition (English)
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4 October 2022
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backward stochastic differential equations
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penalization method
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reflecting stochastic differential equation
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viscosity solution
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