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- W2964004746 abstract "This paper is concerned with the quasi-linear reflected backward stochastic partial differential equation (RBSPDE for short). Basing on the theory of backward stochastic partial differential equation and the parabolic capacity and potential, we first associate RBSPDE to a variational problem, and via the penalization method, we prove the existence and uniqueness of the solution for linear RBSPDE with Laplacian leading coefficients. With the continuity approach, we further obtain the well-posedness of general quasi-linear RBSPDEs. Related results, including Itô formulas for backward stochastic partial differential equations with stochastic regular measures, the comparison principle for solutions of RBSPDEs and the connections with reflected backward stochastic differential equations and optimal stopping problems, are addressed as well." @default.
- W2964004746 created "2019-07-30" @default.
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- W2964004746 date "2014-11-01" @default.
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- W2964004746 title "On the quasi-linear reflected backward stochastic partial differential equations" @default.
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- W2964004746 doi "https://doi.org/10.1016/j.jfa.2014.08.023" @default.
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