• Title of article

    Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form

  • Author/Authors

    Klimsiak، نويسنده , , Tomasz، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2012
  • Pages
    36
  • From page
    134
  • To page
    169
  • Abstract
    We consider the Cauchy problem for a semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the equation and mild conditions on the obstacle, the problem has a unique solution and we provide its stochastic representation in terms of reflected backward stochastic differential equations. We also prove regularity properties and approximation results for solutions of the problem.
  • Keywords
    Semilinear parabolic partial differential equation , Divergence form operator , Weak solution , Backward stochastic differential equation , Soft measure , obstacle problem
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2012
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1578486