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arxiv: 0810.0436 · v4 · submitted 2008-10-02 · 🧮 math.PR

Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs

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keywords reflectedstochasticbackwardboundaryconditiondifferentialdoublygeneralized
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This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use it connection with reflected generalized backward doubly stochastic differential equation.

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