Research Communication | Open Access
Volume 2021 | Communication ID 159
Volume 2021 | Communication ID 159
| Penalization for a PDE with a Nonlinear Neumann boundary condition and measurable coefficients |
Khaled Bahlali, Brahim Boufoussi, Soufiane Mouchtabih
Received |
Accepted |
Published |
January 30, 2021 |
February 15, 2021 |
March 15, 2021 |
Abstract: We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We construct a sequence of penalized partial differential equations which converges to a solution of the initial problem. Our approach is based on the theory of backward stochastic differential equations.