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2012 Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data
Andrzej Rozkosz, Leszek Slominski
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Electron. J. Probab. 17: 1-27 (2012). DOI: 10.1214/EJP.v17-2062

Abstract

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.

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Andrzej Rozkosz. Leszek Slominski. "Stochastic representation of entropy solutions of semilinear elliptic obstacle problems with measure data." Electron. J. Probab. 17 1 - 27, 2012. https://doi.org/10.1214/EJP.v17-2062

Information

Accepted: 31 May 2012; Published: 2012
First available in Project Euclid: 4 June 2016

zbMATH: 1261.60068
MathSciNet: MR2928723
Digital Object Identifier: 10.1214/EJP.v17-2062

Subjects:
Primary: 60H99
Secondary: 35J87, 35R06

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Vol.17 • 2012
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