Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach (Q2391859)

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scientific article; zbMATH DE number 6195043
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    Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach
    scientific article; zbMATH DE number 6195043

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      Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach (English)
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      5 August 2013
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      divergence form operator
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      backward stochastic differential equation
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      Mokobodzki condition
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      Dynkin game problem
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