Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients
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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.
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Cites work
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Cited in
(9)- The probabilistic solution of a system of semilinear elliptic PDEs under the third boundary conditions
- 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
- Neumann boundary value problems for elliptic operators with measure-valued coefficients
- Mixed fractional Sobolev spaces and elliptic PDEs with singular integral boundary data
- A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients
- Mean-field backward doubly stochastic Volterra integral equations and their applications
- A probabilistic approach to mixed boundary value problems for elliptic operators with singular coefficients
- A probabilistic approach to Neumann problems for elliptic PDEs with nonlinear divergence terms
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