Weak Solutions of Semilinear PDEs in Sobolev Spaces and Their Probabilistic Interpretation via the FBSDEs
DOI10.1080/07362990600753601zbMath1128.35109OpenAlexW1966552233MaRDI QIDQ5484533
Isabelle Turpin, Youssef Ouknine
Publication date: 21 August 2006
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990600753601
weighted Sobolev spacebackward stochastic differential equationsemilinear parabolic PDESobolev solutionforward stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (7)
Cites Work
- Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space)
- Dirichlet forms and analysis on Wiener space
- Stochastic flows acting on Schwartz distributions
- Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations
- Weak solutions for SPDE's and backward doubly stochastic differential equations
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