On the Relationship Between Viscosity and Distribution Solutions for Nonlinear Neumann Type PDEs: The Probabilistic Approach
摘要
Based on probabilistic methods, we discuss the relationship between viscosity and distribution solutions for semi-linear partial differential equations (PDEs) with Neumann boundary conditions. We also extend the research to a type of nonlinear PDEs, which is completed through the well-posedness and continuity results of solutions to the corresponding forward-backward SDE.