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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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