Continuity of the Feynman–Kac formula for a generalized parabolic equation
Author:
Affiliation:
1. Aix Marseille University, CNRS, Centrale Marseille, I2M, Marseille, France.
2. “Octav Mayer” Mathematics Institute of the Romanian Academy, Iaşi, Romania.
3. Faculty of Mathematics, “Alexandru Ioan Cuza” University, Iaşi, Romania.
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2016.1276911
Reference14 articles.
1. Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
2. Reflected BSDE and Locally Periodic Homogenization of Semilinear PDEs with Nonlinear Neumann Boundary Condition
3. Viscosity solutions for systems of parabolic variational inequalities
4. A stochastic approach to a multivalued Dirichlet–Neumann problem
5. Backward stochastic variational inequalities on random interval
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