Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients

DOI10.1007/S11118-017-9654-6zbMATH Open1425.60061OpenAlexW2767753866WikidataQ59527472 ScholiaQ59527472MaRDI QIDQ1662908FDOQ1662908

Saisai Yang, Tu-Sheng Zhang

Publication date: 20 August 2018

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-017-9654-6

zbMATH Keywords

backward stochastic differential equationsDirichlet formsDirichlet boundary value problemsemilinear second order elliptic differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Boundary value problems for second-order elliptic equations (35J25) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Introduction to the theory of (non-symmetric) Dirichlet forms
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• Semi-Dirichlet forms and Markov processes
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• Bounds for the fundamental solution of a parabolic equation
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• Two-dimensional Brownian motion and harmonic functions
• Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
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• Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels
• Time-reversal and elliptic boundary value problems
• A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients
• Probabilistic representations of solutions of elliptic boundary value problem and non-symmetric semigroups

Cited In (9)

• The probabilistic solution of the Dirichlet problem for \({1\over2}\Delta+\langle a,\nabla\rangle+b\) with singular coefficients
• On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
• Backward SDEs and Cauchy problem for semilinear equations in divergence form
• A small elliptic perturbation of a backward-forward parabolic problem with applications to stochastic models.
• Hypocoercivity for Kolmogorov backward evolution equations and applications
• Elliptic equations with VMO a, b$\in L_{d}$, and c$\in L_{d/2}$
• Asymptotic approach for backward stochastic differential equation with singular terminal condition
• Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
• BSDEs with random terminal time and semilinear elliptic PDEs in divergence form

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