Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: The case of the half-line.

zbMath1313.60095arXiv1304.3729MaRDI QIDQ484308

Publication date: 6 January 2015

Published in: Differential and Integral Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.3729

zbMATH Keywords

diffusion stochastic differential equation Neumann boundary condition generalized solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales and classical analysis (60G46) Representations of solutions to partial differential equations (35C99)

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