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Sobolev solution for semilinear PDE with obstacle under monotonicity condition

   
@article{EJP522,
	author = {Anis Matoussi and Mingyu Xu},
	title = {Sobolev solution for semilinear PDE with obstacle under monotonicity condition},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {13},
	year = {2008},
	keywords = {Backward stochastic differential equation, Reflected backward stochastic differential equation, monotonicity condition, Stochastic flow, partial differential equation with obstacle},
	abstract = {We prove the existence and uniqueness of Sobolev solution of a semilinear PDE's and  PDE's with obstacle under monotonicity condition. Moreover we give the probabilistic interpretation of the solutions in term of Backward SDE and reflected Backward SDE respectively},
	pages = {no. 35, 1035-1067},
	issn = {1083-6489},
	doi = {10.1214/EJP.v13-522},    
        url = {http://ejp.ejpecp.org/article/view/522}}