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arxiv: 1011.3220 · v2 · pith:HLAFNQW5new · submitted 2010-11-14 · 🧮 math.PR

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

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

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