On the relationship between viscosity and distribution solutions for nonlinear Neumann type PDEs: the probabilistic approach

DOI10.1007/S00245-025-10222-0MaRDI QIDQ6667554

Publication date: 20 January 2025

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

stochastic differential equation viscosity solution Neumann boundary condition martingale nonlinear partial differential equation probabilistic representation distribution solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear elliptic equations (35J60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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