Fourth Edition of the International Conference on Research in Applied Mathematics and Computer Science ICRAMCS 2022
 March 24-25-26, 2022
Online and Face-to-Face Conference

ICRAMCS, 4 (2022) | Proceedings ISSN: 2605-7700

Research Communication | Open Access
Volume 2022 | Communication ID 157
Viscosity Solutions of PDE with nonlinear Neumann Boundary Conditions and Reflected Generalized BSDE with two completely separated obstacles
Mohammed Elhachemy, Mohamed El Otmani
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
January 22, 2022
March 03, 2144
April 15, 2144

Abstract: In order to provide a probabilistic representation for a solution of a system of parabolic or elliptic semi-linear PDEs with Neumann boundary condition, Pardoux and Zhang in [1] introduced a new class of BSDE called Generalized BSDE. The kind of GBSDE with two reflecting barriers studied in [2] which the authors have proved under a monotonicity condition of the generators and a similar condition of the Mokobodski's, existence and uniqueness of the solution using a penalization method and they gave a probabilistic interpretation for a viscosity solution of a double obstacle PDE with Neumann ...