Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients
DOI10.1142/S0219493721500532zbMath1489.60108arXiv2003.07263OpenAlexW3177275017MaRDI QIDQ5065037
Khaled Bahlali, Brahim Boufoussi, Soufiane Mouchtabih
Publication date: 18 March 2022
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.07263
penalizationbackward stochastic differential equationsconvergence in lawreflected diffusion\(S\)-topologyweak solution of stochastic differential equation\(L^p\)-viscosity solution for partial differential equations
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonlinear initial, boundary and initial-boundary value problems for nonlinear parabolic equations (35K61)
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