Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE

DOI10.1007/S10959-009-0252-4zbMATH Open1205.60116OpenAlexW2090173696MaRDI QIDQ616266FDOQ616266

Authors: Qikang Ran, Tu-Sheng Zhang 

Publication date: 7 January 2011

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0252-4

Recommendations

• Existence and uniqueness of weak solutions for a class of nonlinear parabolic equations
• WEAK SOLUTIONS OF SEMILINEAR PDEs WITH OBSTACLE(S) IN SOBOLEV SPACES AND THEIR PROBABILISTIC INTERPRETATION VIA THE RFBSDEs AND DRFBSDEs
• Existence and uniqueness of solutions to degenerate semilinear parabolic equations
• scientific article; zbMATH DE number 5863581
• scientific article; zbMATH DE number 1911350

zbMATH Keywords

backward stochastic differential equationsquadratic growthbounded weak solutionssemilinear second-order parabolic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

Cites Work

• Sobolev solution for semilinear PDE with obstacle under monotonicity condition
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Reflected solutions of backward SDE's, and related obstacle problems for PDE's
• Solvability of backward stochastic differential equations with quadratic growth
• The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• Weak solutions for SPDE's and backward doubly stochastic differential equations
• Reflected backward stochastic differential equation with jumps and random obstacle
• Generalized BSDEs and nonlinear Neumann boundary value problems
• Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition
• Reflected forward-backward SDEs and obstacle problems with boundary conditions
• Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions

Cited In (13)

• Existence and uniqueness of weak solutions for a class of nonlinear parabolic equations
• A parabolic system model for the formation of porous silicon: existence, uniqueness, and stability
• Existence and uniqueness of weak solutions for a non-uniformly parabolic equation
• Neumann boundary problems for parabolic partial differential equations with divergence terms
• Existence and uniqueness of bounded weak solutions for some nonlinear parabolic problems
• Existence and uniqueness of a weak solution to the initial mixed boundary value problem for quasilinear elliptic-parabolic equations
• Title not available (Why is that?)
• On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem
• Existence and uniqueness of solutions for a class of semilinear parabolic PDEs with non-Lipschitz coefficients
• Continuity of the Feynman-Kac formula for a generalized parabolic equation
• Option prices under liquidity risk as weak solutions of semilinear diffusion equations
• Existence of a weak solution for a parabolic initial-boundary-value problem in an unbounded domain in the class of rapidly increasing functions
• On the relationship between viscosity and distribution solutions for nonlinear Neumann type PDEs: the probabilistic approach

This page was built for publication: Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q616266)