Sobolev solution for semilinear PDE with obstacle under monotonicity condition

Electronic Journal of Probability

Volumn 13, Issue , 2008, Pages 1035-1067

  Matoussi, Anis ^a   Xu, Mingyu ^b  

^a UNIVERSITÉ DU MAINE   (France)

^b INSTITUTE OF APPLIED MATHEMATICS   (China)

Author keywords

Backward stochastic differential Reflected; Equation backward stochastic differential equation; Monotonicity condition; Partial differential equation with obstacle; Stochastic flow

Indexed keywords

EID: 46349110156     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v13-522     Document Type: Article

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