Time-reversal and elliptic boundary value problems (Q2270608)

The paper studies existence and uniqueness of a weak solution to the Dirichlet boundary value problem for a general class of second-order elliptic operators with merely measurable coefficients, which does not necessarily have the maximum principle. Due to the nondifferentiability of the lower order coefficients previous known methods for solving elliptic boundary value problems can not be used. The novelty of this paper is to handle this problem by the time-reversal of Girsanov transform from a random time. In the paper a probabilistic representation of the solution in terms of a symmetric diffusion \(X\) is established. This representation does not rely on the maximum principle. In general \(X\) is not a semimartingale, and the Dirichlet form theory plays the role of the Itô calculus.