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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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Showing 2011 · math.PRShow all

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math.PR2011★ 1 cited

A new type of reflected backward doubly stochastic differential equations

Auguste Aman, Yong Ren

In this paper, we introduce a new kind of "variant" reflected backward doubly stochastic differential equations (VRBDSDEs in short), where the drift is the nonlinear function of th…