Abstract
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
Citation
Anis Matoussi. Mingyu Xu. "Sobolev solution for semilinear PDE with obstacle under monotonicity condition." Electron. J. Probab. 13 1035 - 1067, 2008. https://doi.org/10.1214/EJP.v13-522
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