Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form

DOI10.1016/j.spa.2011.10.001zbMath1242.60070arXiv0912.2193OpenAlexW1980124444MaRDI QIDQ655320

Tomasz Klimsiak

Publication date: 4 January 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2193

zbMATH Keywords

weak solutionbackward stochastic differential equationobstacle problemdivergence form operatorsemilinear parabolic PDEsoft Radon measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (15)

The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions ⋮ Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form ⋮ Reflected backward stochastic differential equations with jumps in time-dependent random convex domains ⋮ BSDEs with monotone generator and two irregular reflecting barriers ⋮ On the quasi-linear reflected backward stochastic partial differential equations ⋮ The obstacle problem for quasilinear stochastic PDEs: analytical approach ⋮ Reflected BSDEs with jumps in time-dependent convex càdlàg domains ⋮ Semilinear elliptic systems with measure data ⋮ Nonlinear parabolic SPDEs involving Dirichlet operators ⋮ Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles ⋮ Reflected BSDEs in time-dependent convex regions ⋮ The obstacle problem for semilinear parabolic partial integro-differential equations ⋮ Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data ⋮ Obstacle problem for semilinear parabolic equations with measure data ⋮ The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator

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