Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155879 | Stochastic Processes and their Applications | 2012 | 36 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Tomasz Klimsiak,