{
  "id": "1810.03392",
  "version": "v1",
  "published": "2018-10-08T12:11:24.000Z",
  "updated": "2018-10-08T12:11:24.000Z",
  "title": "Reflected BSDEs and obstacle problem for semilinear PDEs in divergence form",
  "authors": [
    "Tomasz Klimsiak"
  ],
  "journal": "Stochastic Process. Appl. 122 (2012) 134-169",
  "categories": [
    "math.AP"
  ],
  "abstract": "We consider the Cauchy problem for 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 prove also regularity properties and approximation results for solutions of the problem.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-10-08T12:11:24.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "divergence form",
      "semilinear pdes",
      "obstacle problem",
      "reflected bsdes",
      "reflected backward stochastic differential equations"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}