| Título: | Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data |
| Autores: |
Rozkosz, Andrzej; Nicolaus Copernicus University Slominski, Leszek; Nicolaus Copernicus University |
| Fecha: | 2012-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
backward stochastic differential equation; semilinear elliptic obstacle problem; measure data; entropy solution 60H99; 35J87; 35R06 |
| Descripción: | We consider semilinear obstacle problem with measure data associated with uniformly elliptic divergence form operator. We prove existence and uniqueness of entropy solution of the problem and provide stochastic representation of the solution in terms of some generalized reflected backward stochastic differential equations with random terminal time. |
| Idioma: | Inglés |
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