Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients
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Cites work
- scientific article; zbMATH DE number 3778410 (Why is no real title available?)
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
- scientific article; zbMATH DE number 836639 (Why is no real title available?)
- scientific article; zbMATH DE number 3289754 (Why is no real title available?)
- scientific article; zbMATH DE number 2217309 (Why is no real title available?)
- A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients
- Bounds for the fundamental solution of a parabolic equation
- Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
- General gauge and conditional gauge theorems
- Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels
- Introduction to the theory of (non-symmetric) Dirichlet forms
- Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
- Probabilistic representations of solutions of elliptic boundary value problem and non-symmetric semigroups
- Semi-Dirichlet forms and Markov processes
- Time-reversal and elliptic boundary value problems
- Two-dimensional Brownian motion and harmonic functions
- \(L^p\) solutions of backward stochastic differential equations.
Cited in
(15)- Asymptotic approach for backward stochastic differential equation with singular terminal condition
- BSDEs with random terminal time and semilinear elliptic PDEs in divergence form
- The probabilistic solution of a system of semilinear elliptic PDEs under the third boundary conditions
- A small elliptic perturbation of a backward-forward parabolic problem with applications to stochastic models.
- Nonlinear parabolic SPDEs involving Dirichlet operators
- On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
- Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients
- Time-reversal and elliptic boundary value problems
- BSDE and generalized Dirichlet forms: the finite-dimensional case
- Elliptic equations with VMO \(a,b\in L_d\), and \(c\in L_{d/2}\)
- A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients
- Backward SDEs and Cauchy problem for semilinear equations in divergence form
- Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
- The probabilistic solution of the Dirichlet problem for \({1\over2}\Delta+\langle a,\nabla\rangle+b\) with singular coefficients
- Hypocoercivity for Kolmogorov backward evolution equations and applications
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