Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form

DOI10.1016/j.spa.2011.10.001zbMath1242.60070arXiv0912.2193OpenAlexW1980124444MaRDI QIDQ655320

Tomasz Klimsiak

Publication date: 4 January 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.2193

zbMATH Keywords

weak solutionbackward stochastic differential equationobstacle problemdivergence form operatorsemilinear parabolic PDEsoft Radon measures

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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