Strong solutions of semilinear parabolic equations with measure data and generalized backward stochastic differential equations

DOI10.1007/s11118-011-9235-zzbMath1262.35138arXiv1005.1793OpenAlexW2035067413MaRDI QIDQ663503

Tomasz Klimsiak

Publication date: 15 February 2012

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.1793

zbMATH Keywords

generalized BSDE, reflected BSDEweighted Sobolev-spaces

Mathematics Subject Classification ID

Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Initial value problems for second-order parabolic equations (35K15) Semilinear parabolic equations (35K58) Strong solutions to PDEs (35D35) PDEs with measure (35R06)

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