Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach (Q2391859)
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| Language | Label | Description | Also known as |
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| English | Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach |
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Cauchy problem for semilinear parabolic equation with time-dependent obstacles: a BSDEs approach (English)
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5 August 2013
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divergence form operator
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backward stochastic differential equation
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Mokobodzki condition
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Dynkin game problem
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