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

作者：Ren, Jiagang; Wu, Jing^*; Zheng, Mengqi

来源：Stochastic Processes and their Applications, 2020, 130(2): 656-676.

DOI：10.1016/j.spa.2019.02.013

• Neumann boundary condition
• Viscosity solution
• Distribution solution
• Comparison theorem

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.

• 单位
  中山大学