On the continuity of the probabilistic representation of a semilinear Neumann–Dirichlet problem
Author:
Funder
ERC-Like
IDEAS
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference29 articles.
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2. Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs;Bahlali;Electron. J. Probab.,2013
3. An approximation result for a nonlinear Neumann boundary value problem via BSDEs;Boufoussi;Stochastic Process. Appl.,2004
4. Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions;Boufoussi;Bernoulli,2007
5. On the existence of stochastic optimal control of distributed state system;Buckdahn;Nonlinear Anal.,2003
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