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2008 Sobolev solution for semilinear PDE with obstacle under monotonicity condition
Anis Matoussi, Mingyu Xu
Author Affiliations +
Electron. J. Probab. 13: 1035-1067 (2008). DOI: 10.1214/EJP.v13-522
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

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Anis Matoussi and Mingyu Xu "Sobolev solution for semilinear PDE with obstacle under monotonicity condition," Electronic Journal of Probability 13(none), 1035-1067, (2008). https://doi.org/10.1214/EJP.v13-522
Accepted: 29 June 2008; Published: 2008
Vol.13 • 2008
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