BSDEs with random terminal time and semilinear elliptic PDEs in divergence form
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Publication:4677445
DOI10.4064/SM170-1-1zbMATH Open1067.60056OpenAlexW1992370619MaRDI QIDQ4677445FDOQ4677445
Authors: Andrzej Rozkosz 
Publication date: 20 May 2005
Published in: Studia Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/sm170-1-1
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Cited In (9)
- Generalized RBSDEs with Random Terminal Time and Applications to PDEs
- BSDEs with random default time and related zero-sum stochastic differential games
- Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach
- Semilinear Kolmogorov equations on the space of continuous functions via BSDEs
- On Stochastic Representation for Solutions of the Dirichlet Problem for Elliptic Equations in Divergence Form
- Trace operator and the Dirichlet problem for elliptic equations on arbitrary bounded open sets
- Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time
- On the Feynman–Kac representation for solutions of the Cauchy problem for parabolic equations in divergence form
- Stability of solutions of BSDEs with random terminal time
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