BSDEs with random terminal time and semilinear elliptic PDEs in divergence form

DOI10.4064/SM170-1-1MaRDI QIDQ4677445zbMATH OpenOpenAlexFDO

Authors Andrzej Rozkosz

Publication date 20 May 2005

Published in Studia Mathematica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.4064/sm170-1-1

zbMATH Keywords

Dirichlet problemSobolev space solution

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• Backwards SDE with random terminal time and applications to semilinear elliptic PDE
• Backward SDEs and Cauchy problem for semilinear equations in divergence form
• Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
• Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients
• Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time

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

This page was built for publication: BSDEs with random terminal time and semilinear elliptic PDEs in divergence form

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4677445)