Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients

DOI10.1016/J.SPA.2014.02.009zbMATH Open1333.60152arXiv1112.3148OpenAlexW1985394061MaRDI QIDQ402487FDOQ402487

Authors: Xue Yang, Tu-Sheng Zhang 

Publication date: 28 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: In this paper, we prove that there exists a unique weak solution to the mixed boundary value problem for a general class of semilinear second order elliptic partial differential equations with singular coefficients. Our approach is probabilistic. The theory of Dirichlet forms and backward stochastic differential equations with singular coefficients and infinite horizon plays a crucial role.

Full work available at URL: https://arxiv.org/abs/1112.3148

Recommendations

• A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients
• A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients
• Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients
• Mixed boundary value problems for fully nonlinear degenerate or singular equations
• Boundary value problem for a mixed-type equation with singular coefficients

zbMATH Keywords

backward stochastic differential equationsDirichlet formsmixed boundary value problemsquadratic formssemilinear elliptic PDEsFukushima's decompositionreflecting diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Semilinear elliptic equations (35J61) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

• Title not available (Why is that?)
• Introduction to the theory of (non-symmetric) Dirichlet forms
• Dirichlet forms and symmetric Markov processes
• Backwards SDE with random terminal time and applications to semilinear elliptic PDE
• \(L^p\) solutions of backward stochastic differential equations.
• Stochastic differential equations with reflecting boundary conditions
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Adapted solution of a backward stochastic differential equation
• Some potential theory for reflecting Brownian motion in Hölder and Lipschitz domains
• Two-dimensional Brownian motion and harmonic functions
• Infinite horizon forward-backward stochastic differential equations
• The probabilistic solution of the Dirichlet problem for \({1\over2}\Delta+\langle a,\nabla\rangle+b\) with singular coefficients
• Integrability of functionals of Dirichlet processes, probabilistic representations of semigroups, and estimates of heat kernels
• Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions
• Estimates of heat kernels with Neumann boundary conditions
• Time-reversal and elliptic boundary value problems
• Perturbation of symmetric Markov processes
• Probabilistic approach to the neumann problem
• Convergence of non-symmetric dirichlet processes
• A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients
• A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients

Cited In (9)

• A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients
• A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients
• Generalized anticipated backward stochastic differential equations driven by Brownian motion and continuous increasing process
• Neumann boundary problems for parabolic partial differential equations with divergence terms
• A probabilistic approach to Neumann problems for elliptic PDEs with nonlinear divergence terms
• The probabilistic solution of a system of semilinear elliptic PDEs under the third boundary conditions
• Mean-field backward doubly stochastic Volterra integral equations and their applications
• Neumann boundary value problems for elliptic operators with measure-valued coefficients
• Mixed fractional Sobolev spaces and elliptic PDEs with singular integral boundary data

This page was built for publication: Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q402487)