Sobolev solution for semilinear PDE with obstacle under monotonicity condition
文献类型：期刊论文
| 作者 | Matoussi, Anis1; Xu, Mingyu2
|
| 刊名 | ELECTRONIC JOURNAL OF PROBABILITY
 |
| 出版日期 | 2008-06-29 |
| 卷号 | 13页码:1035-1067 |
| 关键词 | backward stochastic differential equation reflected backward stochastic differential equation monotonicity condition stochastic flow partial differential equation with obstacle |
| ISSN号 | 1083-6489 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000257323500002 |
| 出版者 | UNIV WASHINGTON, DEPT MATHEMATICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/5484]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Matoussi, Anis |
| 作者单位 | 1.Univ Maine, Equipe Stat & Proc, F-72085 Le Mans, France 2.CAS, Acad Math & Syst Sci, Inst Appl Math, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Matoussi, Anis,Xu, Mingyu. Sobolev solution for semilinear PDE with obstacle under monotonicity condition[J]. ELECTRONIC JOURNAL OF PROBABILITY,2008,13:1035-1067. |
| APA | Matoussi, Anis,&Xu, Mingyu.(2008).Sobolev solution for semilinear PDE with obstacle under monotonicity condition.ELECTRONIC JOURNAL OF PROBABILITY,13,1035-1067. |
| MLA | Matoussi, Anis,et al."Sobolev solution for semilinear PDE with obstacle under monotonicity condition".ELECTRONIC JOURNAL OF PROBABILITY 13(2008):1035-1067. |
入库方式： OAI收割
来源：数学与系统科学研究院
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