Backward SDEs and Cauchy problem for semilinear equations in divergence form

DOI10.1007/s00440-002-0244-0zbMath1027.60071OpenAlexW2088714811MaRDI QIDQ1400828

Andrzej Rozkosz

Publication date: 14 August 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-002-0244-0

zbMATH Keywords

weak solutionbackward stochastic differential equationssemilinear partial differential equationsdivergence form operator

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items

Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach, Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition, On time-dependent functionals of diffusions corresponding to divergence form operators, Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution, Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form, Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations, On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form, On existence of solutions of BSDEs with continuous coefficient, A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients, A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE., Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations, Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data, Obstacle problem for semilinear parabolic equations with measure data