کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155879 958780 2012 36 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 122, Issue 1, January 2012, Pages 134–169
نویسندگان
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