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
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