Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions-Reference-Cited by-同舟云学术

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Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions

Published:2019-09 Issue:1 Volume:477 Page:1-40
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Ren Jiagang,Wu Jing

Funder

NSFC

China Scholarship Council

Pearl River Nova Program of Guangzhou

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference25 articles.

1. Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces;Aida;Stochastic Process. Appl.,2013

2. Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I;Buckdahn;Stochastic Process. Appl.,2001

3. Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II;Buckdahn;Stochastic Process. Appl.,2001

4. Pathwise stochastic control problems and stochastic HJB equations;Buckdahn;SIAM J. Control Optim.,2007

5. Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions;Boufoussi;Bernoulli,2007

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On approximations for reflected SDEs and SPDEs with Neumann boundary conditions;Discrete and Continuous Dynamical Systems - B;2023

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