Stochastic and partial differential equations on non-smooth time-dependent domains (Q2419966)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic and partial differential equations on non-smooth time-dependent domains |
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Stochastic and partial differential equations on non-smooth time-dependent domains (English)
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4 June 2019
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reflected diffusion
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Skorohod problem
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oblique reflection
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time-dependent domain
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stochastic differential equations
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non-smooth domain
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viscosity solution
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parabolic partial differential equation
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comparison principle
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existence
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uniqueness
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