Boufoussi, Brahim; van Casteren, Jan; Mrhardy, N. Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions. (English) Zbl 1135.60038 Bernoulli 13, No. 2, 423-446 (2007). Reviewer: Rainer Buckdahn (Brest) MSC: 60H15 60H10 35R60 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Boufoussi, B.; van Casteren, J. An approximation result for a nonlinear Neumann boundary value problem via BSDEs. (English) Zbl 1073.60062 Stochastic Processes Appl. 114, No. 2, 331-350 (2004). Reviewer: Rainer Buckdahn (Brest) MSC: 60H10 35K20 35A35 60B10 × Cite Format Result Cite Review PDF Full Text: DOI Link