Geodesic
Stochastic model of the Cauchy--Neumann problem for nonlinear parabolic equations
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 38-61

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We derive stochastic equations to describe reflected diffusion processes associated with the Cauchy–Neumann problem for nonlinear parabolic equations in non-divergent form in the half-space. As a result we obtain probabilistic representations of weak solutions to this problem. 
@article{ZNSL_2021_505_a2,
     author = {Ya. I. Belopolskaya},
     title = {Stochastic model of the {Cauchy--Neumann} problem for nonlinear parabolic equations},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {38--61},
     publisher = {mathdoc},
     volume = {505},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a2/}
}
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Ya. I. Belopolskaya. Stochastic model of the Cauchy--Neumann problem for nonlinear parabolic equations. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 31, Tome 505 (2021), pp. 38-61. http://geodesic.mathdoc.fr/item/ZNSL_2021_505_a2/