A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems
DOI10.1051/ps/2019023zbMath1447.60124OpenAlexW3010428931WikidataQ114105323 ScholiaQ114105323MaRDI QIDQ5110218
Lishun Xiao, De-Jian Tian, Sheng-Jun Fan
Publication date: 18 May 2020
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2019023
viscosity solutionNeumann boundary conditionobstacle problemforward-backward stochastic differential equationquasilinear PDE
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to PDEs (35D40) Quasilinear parabolic equations (35K59)
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