Sobolev solution for semilinear PDE with obstacle under monotonicity condition
Anis Matoussi, Université du Maine
Mingyu Xu, Institute of Applied Mathematics, Beijing
Abstract
We prove the
existence and uniqueness of Sobolev solution of a semilinear PDE's
and PDE's with obstacle under monotonicity condition. Moreover we
give the probabilistic interpretation of the solutions in term of
Backward SDE and reflected Backward SDE respectively
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