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

DOI10.1142/S0219025711004481zbMath1227.60089MaRDI QIDQ3095483

Tu-Sheng Zhang, Qi-kang Ran

Publication date: 2 November 2011

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

zbMATH Keywords

quadratic forms; backward stochastic differential equations; Dirichlet forms; semilinear parabolic partial differential equations; Sobolev solutions

Mathematics Subject Classification ID

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

35R60: PDEs with randomness, stochastic partial differential equations

35K58: Semilinear parabolic equations

Related Items

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

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