Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs

arXiv1011.3220MaRDI QIDQ6221836

Naoual Mrhardy, Auguste Aman

Publication date: 14 November 2010

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

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