Sobolev solution for semilinear PDE with obstacle under monotonicity condition

DOI10.1214/EJP.v13-522zbMath1191.35133arXiv0704.1414OpenAlexW2167975807MaRDI QIDQ1039043

Mingyu Xu, Anis Matoussi

Publication date: 20 November 2009

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0704.1414

zbMATH Keywords

monotonicity conditionbackward stochastic differential equationstochastic flowreflected backward stochastic differential equationpartial differential equation with obstacle

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Weak solutions to PDEs (35D30) Semilinear elliptic equations (35J61)

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