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20072026
most citedObstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs

9 citations · 21 across the 31 of their papers we have counts for

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math.PR2007

Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition

Auguste Aman, Modeste N'Zi

We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a f…

math.PR2007

Representation theorems for backward doubly stochastic differential equations

Auguste Aman

In this paper we study the class of backward doubly stochastic differential equations (BDSDEs, for short) whose terminal value depends on the history of forward diffusion. We first…