Weak Solutions of Semilinear PDEs in Sobolev Spaces and Their Probabilistic Interpretation via the FBSDEs (Q5484533)
From MaRDI portal
scientific article; zbMATH DE number 5047803
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak Solutions of Semilinear PDEs in Sobolev Spaces and Their Probabilistic Interpretation via the FBSDEs |
scientific article; zbMATH DE number 5047803 |
Statements
Weak Solutions of Semilinear PDEs in Sobolev Spaces and Their Probabilistic Interpretation via the FBSDEs (English)
0 references
21 August 2006
0 references
backward stochastic differential equation
0 references
forward stochastic differential equation
0 references
semilinear parabolic PDE
0 references
Sobolev solution
0 references
weighted Sobolev space
0 references
