Sobolev solution for semilinear PDE with obstacle under monotonicity condition (Q1039043): Difference between revisions

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Latest revision as of 08:56, 30 July 2024

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Sobolev solution for semilinear PDE with obstacle under monotonicity condition
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    Sobolev solution for semilinear PDE with obstacle under monotonicity condition (English)
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    20 November 2009
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    backward stochastic differential equation
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    reflected backward stochastic differential equation
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    monotonicity condition
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    stochastic flow
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    partial differential equation with obstacle
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