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

DOI10.1007/S11118-012-9323-8zbMATH Open1292.35156OpenAlexW2166619042WikidataQ131317322 ScholiaQ131317322MaRDI QIDQ2391859FDOQ2391859

Authors: Tomasz Klimsiak 

Publication date: 5 August 2013

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-012-9323-8

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zbMATH Keywords

backward stochastic differential equationdivergence form operatorDynkin game problemMokobodzki condition

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Semilinear parabolic equations (35K58) Unilateral problems for nonlinear parabolic equations and variational inequalities with nonlinear parabolic operators (35K86) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic analysis (60H99)

Cites Work

• Inéquations d'évolution paraboliques avec convexes dependant du temps. Applications aux inéquations quasi-variationnelles d'évolution
• Title not available (Why is that?)

Cited In (10)

• Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data
• Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form
• Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations
• Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games
• Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form
• Systems of semilinear parabolic variational inequalities with time-dependent convex obstacles
• Obstacle problem for semilinear parabolic equations with measure data
• Systems of quasi-variational inequalities related to the switching problem
• Reflected BSDEs in time-dependent convex regions
• Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games

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