Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations (Q663503): Difference between revisions

The author studies semilinear parabolic equations in divergence form on the whole space \(\mathbb{R}^d\), where the right hand side of the equation ins only measure-valued. Under natural assumptions on the data, the main result studies strong solutions in weighted Sobolev spaces. The key tool is the representation of strong solutions by solutions of some generalized backward stochastic differential equations (BSDE) based on a general approximation result for solutions of BSDEs. As an application the stochastic representation is given for the obstacle problem by means of some reflected BSDE. In this result a stochastic homographic approximation (penalty method) of the obstacle problem is used.