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2008 Sobolev solution for semilinear PDE with obstacle under monotonicity condition
Anis Matoussi, Mingyu Xu
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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

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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