no. 1-2
Probability Theory
An approximation result for nonlinear SPDEs with Neumann boundary conditions
[Un résultat d'approximation pour les EDPS avec condition de type Neumann]

Présenté par : Paul Malliavin

Mrhardy, Naoual1
1 Department of Mathematics, Faculty of Sciences Semlalia, Cadi Ayyad University, B.P. 2390 Marrakesh, Morocco
Comptes Rendus. Mathématique, Tome 346 (2008) no. 1-2, pp. 79-82.

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.

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.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2007.11.025
Mrhardy, Naoual 1

1 Department of Mathematics, Faculty of Sciences Semlalia, Cadi Ayyad University, B.P. 2390 Marrakesh, Morocco 
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Mrhardy, Naoual. An approximation result for nonlinear SPDEs with Neumann boundary conditions. Comptes Rendus. Mathématique, Tome 346 (2008) no. 1-2, pp. 79-82. doi : 10.1016/j.crma.2007.11.025. http://www.numdam.org/articles/10.1016/j.crma.2007.11.025/

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