Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (Q430972)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients |
scientific article |
Statements
Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (English)
0 references
26 June 2012
0 references
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.
0 references
backward stochastic differential equations
0 references
probabilistic representation of weak solution
0 references
weak convergence
0 references
compact embedding
0 references