Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs (Q389003)
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scientific article; zbMATH DE number 6247271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs |
scientific article; zbMATH DE number 6247271 |
Statements
Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs (English)
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17 January 2014
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reflecting stochastic differential equation
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penalization method
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weak solution
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Jakubowski \(S\)-topology
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backward stochastic differential equations
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