WEAK SOLUTIONS OF SEMILINEAR PDEs WITH OBSTACLE(S) IN SOBOLEV SPACES AND THEIR PROBABILISTIC INTERPRETATION VIA THE RFBSDEs AND DRFBSDEs (Q3520407)
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scientific article; zbMATH DE number 5316203
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| English | WEAK SOLUTIONS OF SEMILINEAR PDEs WITH OBSTACLE(S) IN SOBOLEV SPACES AND THEIR PROBABILISTIC INTERPRETATION VIA THE RFBSDEs AND DRFBSDEs |
scientific article; zbMATH DE number 5316203 |
Statements
WEAK SOLUTIONS OF SEMILINEAR PDEs WITH OBSTACLE(S) IN SOBOLEV SPACES AND THEIR PROBABILISTIC INTERPRETATION VIA THE RFBSDEs AND DRFBSDEs (English)
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26 August 2008
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reflected forward-backward stochastic differential equations
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penalization method
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0.9363443851470948
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0.8945087790489197
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0.8458997011184692
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0.8208942413330078
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0.8151881098747253
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