Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions
DOI10.1216/jie.2023.35.311OpenAlexW4387940998MaRDI QIDQ6143169
Mohammed Elhachemy, Mohamed El Otmani
Publication date: 23 January 2024
Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1216/jie.2023.35.311
nonlinear Neumann boundary conditionsviscosity solutionobstaclereflected BSDEbackward stochastic differential equations (BSDEs)stochastic monotonestochastic Lipschitz
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic integrals (60H05) Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09)
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