Probabilistic approach for nonlinear PDEs and SPDEs with Neumann boundary conditions | |
Jiagang Ren; Jing Wu | |
刊名 | Journal of Mathematical Analysis and Applications |
2019 | |
关键词 | Reflected stochastic differential equation HJB equation Neumann condition Viscosity solution Stochastic partial differential equation |
ISSN号 | 0022-247X |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/4745676 |
专题 | 湖南大学 |
作者单位 | b Department of Mathematics, University of Washington, Seattle, WA 98105, USA a School of Mathematics, Sun Yat-sen University, Guangzhou, Guangdong 510275, PR China |
推荐引用方式 GB/T 7714 | Jiagang Ren,Jing Wu. Probabilistic approach for nonlinear PDEs and SPDEs with Neumann boundary conditions[J]. Journal of Mathematical Analysis and Applications,2019. |
APA | Jiagang Ren,&Jing Wu.(2019).Probabilistic approach for nonlinear PDEs and SPDEs with Neumann boundary conditions.Journal of Mathematical Analysis and Applications. |
MLA | Jiagang Ren,et al."Probabilistic approach for nonlinear PDEs and SPDEs with Neumann boundary conditions".Journal of Mathematical Analysis and Applications (2019). |
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