Weak Solutions of Semilinear PDEs in Sobolev Spaces and Their Probabilistic Interpretation via the FBSDEs (Q5484533)
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scientific article; zbMATH DE number 5047803
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| 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)
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21 August 2006
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backward stochastic differential equation
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forward stochastic differential equation
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semilinear parabolic PDE
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Sobolev solution
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weighted Sobolev space
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0.9591376
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0.9358294
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0.9303648
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0.9199868
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0.9152602
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0.91059315
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