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

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.