Backward Doubly SDEs and Semilinear Stochastic PDEs in a convex domain
  This paper presents existence and uniqueness results for reflected backward doubly stochastic differential equations (in short RBDDSEs) in a convex domain D. Moreover, using a stochastic flow approach a probabilistic interpretation for a class of reflected SPDE's in a domain is given via such RBDSDEs. The solution is expressed as a pair (u,{\nu}) where u is a predictable continuous process which takes values in a Sobolev space and m is a random regular measure. The bounded variation process K, component of the solution of the reflected BDSDE, controls the set when u reaches the boundary of D. This bounded variation process determines the measure m from a particular relation by using the inverse of the flow associated to the the diffusion operator. 
Matoussi Anis, Sabbagh Wissal and Tusheng Zhang
math.PR