On the equivalence of viscosity and distribution solutions of second-order PDEs with Neumann boundary conditions

Jiagang Ren, Jing Wu and Mengqi Zheng

Stochastic Processes and their Applications, 2020, vol. 130, issue 2, 656-676

Abstract: We apply a probabilistic approach to prove that the viscosity solutions and the distribution ones to the Neumann problem of second order elliptic and parabolic equations are equivalent.

Keywords: Neumann boundary condition; Viscosity solution; Distribution solution; Comparison theorem (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:130:y:2020:i:2:p:656-676

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DOI: 10.1016/j.spa.2019.02.013

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