Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition

DOI10.1214/22-EJP823WikidataQ114060447 ScholiaQ114060447MaRDI QIDQ2082652

Brahim Boufoussi, Soufiane Mouchtabih, Khaled Bahlali

Publication date: 4 October 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.04827

zbMATH Keywords

viscosity solutionbackward stochastic differential equationspenalization methodreflecting stochastic differential equation

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61)

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