Sobolev solution for semilinear PDE with obstacle under monotonicity condition

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We prove the existence and uniqueness of the solution of a semilinear PDE's and also PDE's with obstacle under monotonicity condition. Moreover we give the probabilistic interpretation of the Sobolev's solutions in term of Backward SDE and reflected Backward SDE respectively.
26 pages

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Probability, 35D05, 60H10, 60H30B

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http://salesiana.dossiersoluciones.com/handle/123456789/169258

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0704.1414
 http://arxiv.org/abs/0704.1414

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arXiv