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
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
Journal title :
Stochastic Processes and their Applications