Sobolev solution for semilinear PDE with obstacle under monotonicity condition

Details Sobolev solution for semilinear PDE with obstacle under monotonicity condition Sobolev solution for semilinear PDE with obstacle under monotonicity condition

2007-04-11

arxiv.org/abs/0704.1414v2

Mathematics

Probability

26 pages

Scientific paper

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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