On the stochastic versions of Neumann and oblique derivative problems
Yu. A. Rozanov, Fernando Sansò · Stochastics and stochastics reports · 2002
In some areas, for instance geodesy, one finds the need of suitably defining the solution of certain boundary value problems (BVPs), for instance, the Laplace equation, where boundary data are very irregular and can be described as fields of random variables, with suitable regularity constraints (Rummel and Sansò, Lecture Notes on Earth Sciences, Vol. 65, 1997). This item has been attacked in the literature, although mainly for the case of the Dirichlet problem while much less material is available, for instance, for the Neumann and the Oblique Derivative Problem. In studying these stochastic problems in detail, the authors have found fairly general criteria which provide an automatic translation of a deterministic result into the corresponding stochastic one.