Neumann boundary problems for parabolic partial differential equations with divergence terms (Q2118854)

Using a class of semi-linear parabolic partial differential equations with singular non-linear divergence terms, the authors of this study propose a probabilistic interpretation for solutions to the Neumann boundary issues. This probabilistic approach leads to the study on a new class of backward stochastic differential equations. It is also established that semi-linear partial differential equations are related to this class of backward stochastic differential equations.