WEAK SOLUTIONS OF SEMILINEAR PDEs WITH OBSTACLE(S) IN SOBOLEV SPACES AND THEIR PROBABILISTIC INTERPRETATION VIA THE RFBSDEs AND DRFBSDEs (Q3520407): Difference between revisions
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| Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank | |||
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| Property / cites work: Weak Solutions of Semilinear PDEs in Sobolev Spaces and Their Probabilistic Interpretation via the FBSDEs / rank | |||
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| Property / cites work: The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles / rank | |||
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Latest revision as of 15:26, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | WEAK SOLUTIONS OF SEMILINEAR PDEs WITH OBSTACLE(S) IN SOBOLEV SPACES AND THEIR PROBABILISTIC INTERPRETATION VIA THE RFBSDEs AND DRFBSDEs |
scientific article |
Statements
WEAK SOLUTIONS OF SEMILINEAR PDEs WITH OBSTACLE(S) IN SOBOLEV SPACES AND THEIR PROBABILISTIC INTERPRETATION VIA THE RFBSDEs AND DRFBSDEs (English)
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26 August 2008
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reflected forward-backward stochastic differential equations
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penalization method
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