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Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs. (English) Zbl 1267.60070
Summary: This paper is intended to give a representation for a stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use its connection with reflected generalized backward doubly stochastic differential equations.

MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60H20 Stochastic integral equations
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