Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition (Q3423724)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition |
scientific article |
Statements
Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition (English)
0 references
15 February 2007
0 references
backward stochastic differential equations
0 references
reflection
0 references
viscosity solution
0 references
penalization method
0 references
0 references
0 references
