44 citations · 53 across the 3 of their papers we have counts for
3 papers
math.PR2010
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
Auguste Aman, Naoual Mrhardy
This paper is intended to give a representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary…
math.PR2008★ 9 cited
Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
Auguste Aman, Naoual Mrhardy
This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Ne…
math.PR2007★ 44 cited
Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
Brahim Boufoussi, Jan Van Casteren, N. Mrhardy
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 in…