BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS

DOI10.1142/S0219025711004481zbMath1227.60089MaRDI QIDQ3095483

Qi-kang Ran, Tu-Sheng Zhang

Publication date: 2 November 2011

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

quadratic formsbackward stochastic differential equationsDirichlet formssemilinear parabolic partial differential equationsSobolev solutions

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Semilinear parabolic equations (35K58)

Related Items (1)

Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations

Cites Work

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• Adapted solution of a backward stochastic differential equation
• Sobolev solution for semilinear PDE with obstacle under monotonicity condition
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• BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion.
• Time-reversal and elliptic boundary value problems
• Perturbation of symmetric Markov processes
• A Local estimate for nonlinear equations with discontinuous coefficients
• Weak solutions for SPDE's and backward doubly stochastic differential equations

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