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

DOI10.1007/S11118-012-9323-8MaRDI QIDQ2391859zbMATHOpenAlexWikidataFDO

Authors Tomasz Klimsiak

Publication date 5 August 2013

Published in Potential Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

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

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)

Recommendations

• Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form
• Backward SDEs and Cauchy problem for semilinear equations in divergence form
• Obstacle problem for semilinear parabolic equations with measure data
• Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations
• The obstacle problem for quasilinear stochastic integral-partial differential equations

Cites work

• scientific article; zbMATH DE number 5991387 (Why is no real title available?)
• Inéquations d'évolution paraboliques avec convexes dependant du temps. Applications aux inéquations quasi-variationnelles d'évolution

Cited in

(10)

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

This page was built for publication: Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2391859)