Sobolev solution for semilinear PDE with obstacle under monotonicity condition.

Matoussi, Anis, and Xu, Mingyu. "Sobolev solution for semilinear PDE with obstacle under monotonicity condition.." Electronic Journal of Probability [electronic only] 13 (2008): 1035-1067. <http://eudml.org/doc/233051>.

@article{Matoussi2008,
author = {Matoussi, Anis, Xu, Mingyu},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {backward stochastic differential equation; reflected backward stochastic differential equation; monotonicity condition; stochastic flow; partial differential equation with obstacle},
language = {eng},
pages = {1035-1067},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Sobolev solution for semilinear PDE with obstacle under monotonicity condition.},
url = {http://eudml.org/doc/233051},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Matoussi, Anis
AU - Xu, Mingyu
TI - Sobolev solution for semilinear PDE with obstacle under monotonicity condition.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 1035
EP - 1067
LA - eng
KW - backward stochastic differential equation; reflected backward stochastic differential equation; monotonicity condition; stochastic flow; partial differential equation with obstacle
UR - http://eudml.org/doc/233051
ER -