On approximations for reflected SDEs and SPDEs with Neumann boundary conditions (Q6156565)
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scientific article; zbMATH DE number 7695627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On approximations for reflected SDEs and SPDEs with Neumann boundary conditions |
scientific article; zbMATH DE number 7695627 |
Statements
On approximations for reflected SDEs and SPDEs with Neumann boundary conditions (English)
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13 June 2023
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reflected stochastic differential equation
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smooth approximation
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limit theorem
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Neumann boundary condition
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stochastic partial differential equation
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backward doubly stochastic differential equation
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