Sobolev solution for semilinear PDE with obstacle under monotonicity condition (Q1039043): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sobolev solution for semilinear PDE with obstacle under monotonicity condition |
scientific article |
Statements
Sobolev solution for semilinear PDE with obstacle under monotonicity condition (English)
0 references
20 November 2009
0 references
backward stochastic differential equation
0 references
reflected backward stochastic differential equation
0 references
monotonicity condition
0 references
stochastic flow
0 references
partial differential equation with obstacle
0 references
