Backward SDEs and Cauchy problem for semilinear equations in divergence form

DOI10.1007/s00440-002-0244-0zbMath1027.60071MaRDI 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 solution; backward stochastic differential equations; semilinear partial differential equations; divergence form operator

Mathematics Subject Classification ID

35K55: Nonlinear parabolic equations

60H30: Applications of stochastic analysis (to PDEs, etc.)

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