An approximation result for a nonlinear Neumann boundary value problem via BSDEs-Reference-Cited by-同舟云学术

An approximation result for a nonlinear Neumann boundary value problem via BSDEs

Published:2004-12 Issue:2 Volume:114 Page:331-350
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Boufoussi B.,van Casteren J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference14 articles.

1. B. Boufoussi, J.A. van Casteren, An approximation result for solutions to semilinear PDE's with Neumann boundary conditions via BSDE's, Preprint of UIA 2002.

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4. A non-Skorohod topology on the Skorohod space;Jakubowski;Electron. J. Probab,1997

5. BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization;LeJay;Stochastic Process. Appl,2002

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