An approximation result for nonlinear SPDEs with Neumann boundary conditions

Naoual Mrhardy

doi:10.1016/j.crma.2007.11.025

Probability Theory

An approximation result for nonlinear SPDEs with Neumann boundary conditions

Presented by: Paul Malliavin

Naoual Mrhardy ¹

¹ Department of Mathematics, Faculty of Sciences Semlalia, Cadi Ayyad University, B.P. 2390 Marrakesh, Morocco

Comptes Rendus. Mathématique, Volume 346 (2008) no. 1-2, pp. 79-82.

Abstract
Résumé

We establish an approximation result to the solution of a semi linear stochastic partial differential equation with a Neumann boundary condition. Our approach is based on the theory of backward doubly stochastic differential equations.

Nous établissons un résultat d'approximation pour les équations aux dérivées partielles stochastiques nonlinéaires avec conditions de Neumann. Pour ce faire, nous utilisons la théorie des équations différentielles doublement stochastiques rétrogrades.

Received: 2007-06-05
Accepted: 2007-11-22
Published online: 2007-12-31

DOI: 10.1016/j.crma.2007.11.025

Author's affiliations:

Naoual Mrhardy ¹

¹ Department of Mathematics, Faculty of Sciences Semlalia, Cadi Ayyad University, B.P. 2390 Marrakesh, Morocco

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     title = {An approximation result for nonlinear {SPDEs} with {Neumann} boundary conditions},
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Naoual Mrhardy. An approximation result for nonlinear SPDEs with Neumann boundary conditions. Comptes Rendus. Mathématique, Volume 346 (2008) no. 1-2, pp. 79-82. doi : 10.1016/j.crma.2007.11.025. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2007.11.025/

References
Cited by

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[2] B. Boufoussi; N. Mrhardy; J. van Casteren Generalized Backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions, Bernoulli, Volume 13 (2007) no. 2, pp. 423-446

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[5] J.L. Menaldi Stochastic variational inequality for reflected diffusion, Indiana Univ. Math. J., Volume 32 (1983) no. 5

[6] E. Pardoux; S. Peng Backward doubly stochastic differential equations and systems of quasilinear SPDEs, Probab. Theory Related Fields, Volume 98 (1994), pp. 209-227

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