A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems*

Xiao, LS; Fan, SJ; Tian, DJ

Xiao, LS (corresponding author), Xuzhou Med Univ, Dept Epidemiol & Biostat, Xuzhou 221004, Jiangsu, Peoples R China.

ESAIM-PROBABILITY AND STATISTICS, 2020; 24 (): 207

Abstract

In this paper, by a probabilistic approach we prove that there exists a unique viscosity solution to obstacle problems of quasilinear parabolic PDEs c......

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