Abstract
In the paper we apply methods of the theory of backward stochastic differential equations to prove existence, uniqueness and stochastic representation of solutions of the Cauchy problem for semilinear parabolic equation in divergence form with two time-dependent obstacles. We consider two quite different cases: problems with distinct quasi-continuous obstacles and with irregular obstacles satisfying the so called Mokobodzki condition. As an application we also generalize the Lewy-Stampacchia inequality to non-Radon measures and give new existence result for the Dynkin game problem.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
