论文信息 - Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for viscosity solutions of semi-linear stochastic partial differential equations with a Neumann boundary condition is given.

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