Sobolev solution for semilinear PDE with obstacle under monotonicity condition
Probability
2008-09-18 v2
Abstract
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.
Keywords
Cite
@article{arxiv.0704.1414,
title = {Sobolev solution for semilinear PDE with obstacle under monotonicity condition},
author = {A. Matoussi and M. Xu},
journal= {arXiv preprint arXiv:0704.1414},
year = {2008}
}
Comments
26 pages