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Sobolev solution for semilinear PDE with obstacle under monotonicity condition
Matoussi, Anis; Université du Maine - Xu, Mingyu; Institute of Applied Mathematics, Beijing
Formato: |
Peer-reviewed Article, |
Enlaces: |
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
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Fecha: |
2008-01-01 |
Recurso: |
Electronic journal of probability |
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