Geodesic
Stochastic model of the Cauchy–Robin problem for systems of nonlinear parabolic equations
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 33, Tome 515 (2022), pp. 39-71 Cet article a éte moissonné depuis la source Math-Net.Ru

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We derive stochastic equations to describe reflected diffusion processes associated with the Cauchy–Neumann problem for systems of nonlinear parabolic equations in non-divergent form. The construction of a solution to the arized stochastic problem is based on a localization procedure that allows to reduce the problem in a closed domain to the corresponding problem in the half space. As a result we obtain a probabilistic representation of a weak solution to the Cauchy–Neumann problem in a bounded domain with a smooth boundary. 
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     title = {Stochastic model of the {Cauchy{\textendash}Robin} problem for systems of nonlinear parabolic equations},
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Ya. I. Belopolskaya. Stochastic model of the Cauchy–Robin problem for systems of nonlinear parabolic equations. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 33, Tome 515 (2022), pp. 39-71. http://geodesic.mathdoc.fr/item/ZNSL_2022_515_a3/

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