Derivatives of Solutions of Semilinear Parabolic PDEs and Variational Inequalities with Neumann Boundary Conditions
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Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-642-29982-7_7
Reference17 articles.
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3. Borodin, A.N., Salminen, P.: Handbook of Brownian Motion- Facts and Formulae. Probability and Its applications. Birkhaüser, Basel (2002)
4. Bossy, M., Cissé, M., Talay, D.: Stochastic representations of derivatives of solutions of one dimensional parabolic variational inequalities with Neumann boundary conditions. Ann. Inst. H. Poincaré Probab. Stat. 47(2), 395–424 (2011)
5. Bouleau, N., Hirsch, F.: On the derivability, with respect to the initial data, of solution of a stochastic differential equation with Lipschitz coefficients. In: Séminaire de Théorie du Potentiel, Paris, No. 9. Lecture Notes Math., vol. 1393, pp. 39–57 (1989)
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