On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem

DOI10.1016/j.spa.2015.09.011zbMath1384.60086arXiv1309.4935OpenAlexW2140318509MaRDI QIDQ901303

Lucian Maticiuc, Aurel Răşcanu

Publication date: 23 December 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.4935

zbMATH Keywords

Feynman-Kac formulaNeumann-Dirichlet boundary conditionsreflected diffusion processescontinuity w.r.t. initial data

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Solutions to PDEs in closed form (35C05) Viscosity solutions to PDEs (35D40)

Related Items

Continuity of the Feynman–Kac formula for a generalized parabolic equation ⋮ New characterizations of the \(S\) topology on the Skorokhod space ⋮ L^p-Variational solutions of multivalued backward stochastic differential equations

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