The Neumann problem for fully nonlinear SPDE

We generalize the notion of pathwise viscosity solutions, put forward by Lions and Souganidis to study fully nonlinear stochastic partial differential equations, to equations set on a sub-domain with Neumann boundary conditions. Under a convexity assumption on the domain, we obtain a comparison theo...

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Bibliographische Detailangaben

Hauptverfasser:	Gassiat, Paul, Seeger, Benjamin
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Analysis of PDEs Mathematics - Probability
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