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Sobolev solution for semilinear PDE with obstacle under monotonicity condition


 
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1. Title Title of document Sobolev solution for semilinear PDE with obstacle under monotonicity condition
 
2. Creator Author's name, affiliation, country Anis Matoussi; Université du Maine
 
2. Creator Author's name, affiliation, country Mingyu Xu; Institute of Applied Mathematics, Beijing
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Backward stochastic differential equation, Reflected backward stochastic differential equation, monotonicity condition, Stochastic flow, partial differential equation with obstacle
 
3. Subject Subject classification 35D05, 60H10, 60H30B
 
4. Description 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
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2008-06-29
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/522
 
10. Identifier Digital Object Identifier 10.1214/EJP.v13-522
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 13
 
12. Language English=en
 
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