Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (Q430972): Difference between revisions

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Property / author: Qi Zhang / rank
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Property / author
 
Property / author: Qi Zhang / rank
 
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Property / review text
 
The authors study a parabolic PDE on \(\mathbb{R}^{d}\) with coefficients satisfying a \(p\)-growth conditions on a weighted \(L^{p}\) space. First they prove an existence and uniqueness result for the corresponding backward stochastic differential equation, and then use it to establish the probabilistic representation of the weak solution of the original PDE.
Property / review text: The authors study a parabolic PDE on \(\mathbb{R}^{d}\) with coefficients satisfying a \(p\)-growth conditions on a weighted \(L^{p}\) space. First they prove an existence and uniqueness result for the corresponding backward stochastic differential equation, and then use it to establish the probabilistic representation of the weak solution of the original PDE. / rank
 
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Property / reviewed by: Maria Gordina / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H10 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 35C05 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 35D30 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 35K15 / rank
 
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Property / Mathematics Subject Classification ID
 
Property / Mathematics Subject Classification ID: 60H30 / rank
 
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Property / zbMATH DE Number
 
Property / zbMATH DE Number: 6050421 / rank
 
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Property / zbMATH Keywords
 
backward stochastic differential equations
Property / zbMATH Keywords: backward stochastic differential equations / rank
 
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Property / zbMATH Keywords
 
probabilistic representation of weak solution
Property / zbMATH Keywords: probabilistic representation of weak solution / rank
 
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Property / zbMATH Keywords
 
weak convergence
Property / zbMATH Keywords: weak convergence / rank
 
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Property / zbMATH Keywords
 
compact embedding
Property / zbMATH Keywords: compact embedding / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID: W2102135598 / rank
 
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Property / arXiv ID: 0902.1148 / rank
 
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Property / cites work
 
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Latest revision as of 09:22, 5 July 2024

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Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients
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    Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (English)
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    26 June 2012
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    The authors study a parabolic PDE on \(\mathbb{R}^{d}\) with coefficients satisfying a \(p\)-growth conditions on a weighted \(L^{p}\) space. First they prove an existence and uniqueness result for the corresponding backward stochastic differential equation, and then use it to establish the probabilistic representation of the weak solution of the original PDE.
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    backward stochastic differential equations
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    probabilistic representation of weak solution
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    weak convergence
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    compact embedding
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