Sobolev solution for semilinear PDE with obstacle under monotonicity condition

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dc.creatorMatoussi, A.
dc.creatorXu, M.
dc.date2007-04-11
dc.date2008-09-18
dc.date.accessioned2026-07-07T10:03:21Z
dc.date.available2026-07-07T10:03:21Z
dc.descriptionWe 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.
dc.description26 pages
dc.identifierhttps://arxiv.org/abs/0704.1414
dc.identifierhttp://arxiv.org/abs/0704.1414
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/169258
dc.subjectProbability
dc.subject35D05, 60H10, 60H30B
dc.titleSobolev solution for semilinear PDE with obstacle under monotonicity condition
dc.typetext

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