Sobolev solution for semilinear PDE with obstacle under monotonicity condition

DOI10.1214/EJP.v13-522zbMath1191.35133arXiv0704.1414MaRDI 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 condition; backward stochastic differential equation; stochastic flow; reflected backward stochastic differential equation; partial differential equation with obstacle

Mathematics Subject Classification ID

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

35D30: Weak solutions to PDEs

35J61: Semilinear elliptic equations

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