A STOCHASTIC APPROACH TO THE CAUCHY-NEUMANN PROBLEM FOR SYSTEMS OF NONLINEAR PARABOLIC EQUATIONS
نویسندگان
چکیده
We derive stochastic equations to describe reflected diffusion processes associated with the Cauchy-Neumann problem for systems of nonlinear parabolic in non-divergent form half-space. As a result, we obtain probabilistic representations weak solutions this problem.
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ژورنال
عنوان ژورنال: Journal of Mathematical Sciences
سال: 2023
ISSN: ['1072-3374', '1573-8795']
DOI: https://doi.org/10.1007/s10958-022-06119-w