| Título: | Sobolev solution for semilinear PDE with obstacle under monotonicity condition |
| Autores: |
Matoussi, Anis; Université du Maine Xu, Mingyu; Institute of Applied Mathematics, Beijing |
| Fecha: | 2008-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Backward stochastic differential equation, Reflected backward stochastic differential equation, monotonicity condition, Stochastic flow, partial differential equation with obstacle 35D05, 60H10, 60H30B |
| Descripción: | We prove the existence and uniqueness of Sobolev solution of a semilinear PDE's and PDE's with obstacle under monotonicity condition. Moreover we give the probabilistic interpretation of the solutions in term of Backward SDE and reflected Backward SDE respectively |
| Idioma: | No aplica |
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