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Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
10 references·0 citing·35 second hop
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References

  • 1984Stochastic differential equations with reflecting boundary conditions819 cited
  • 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's704 cited
  • 1994Backward doubly stochastic differential equations and systems of quasilinear SPDEs341 cited
  • 1998Generalized BSDEs and nonlinear Neumann boundary value problems158 cited
  • 2001Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I107 cited
  • 2006Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions57 cited
  • 2001Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part II53 cited
  • 2006Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition49 cited
  • 2007Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions44 cited
  • 2002Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs36 cited

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