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Stochastic and partial differential equations on non-smooth time-dependent domains |
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| Authors: | Niklas L.P. Lundström Thomas Önskog |
| Affiliation: | 2. Department of Mathematics, Royal Institute of Technology (KTH), SE-100 44 Stockholm, Sweden |
| Abstract: | |
| Keywords: | Reflected diffusion Skorohod problem Oblique reflection Time-dependent domain Stochastic differential equations Non-smooth domain Viscosity solution Parabolic partial differential equation Comparison principle Existence Uniqueness |
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