Sobolev solution for semilinear PDE with obstacle under monotonicity condition (Q1039043): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sobolev solution for semilinear PDE with obstacle under monotonicity condition |
scientific article |
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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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