Sobolev solution for semilinear PDE with obstacle under monotonicity condition

A. Matoussi; M. Xu

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arXiv · 0704.1414

Sobolev solution for semilinear PDE with obstacle under monotonicity condition

A. Matoussi·M. Xu

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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.

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A. Matoussi, M. Xu. 2008-09-18. Sobolev solution for semilinear PDE with obstacle under monotonicity condition. https://arxiv.org/abs/0704.1414

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