A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients

DOI10.1214/10-AOP591zbMath1242.60072arXiv1211.3820MaRDI QIDQ717887

Tu-Sheng Zhang

Publication date: 10 October 2011

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.3820

zbMATH Keywords

weak solutions; quadratic forms; backward stochastic differential equations; Dirichlet processes; Dirichlet boundary value problems; Fukushima's decomposition; martingale representation theorem

Mathematics Subject Classification ID

35J25: Boundary value problems for second-order elliptic equations

31C25: Dirichlet forms

60H30: Applications of stochastic analysis (to PDEs, etc.)

Related Items

Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients, Probabilistic representations of solutions of elliptic boundary value problem and non-symmetric semigroups, Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Adapted solution of a backward stochastic differential equation
• The probabilistic solution of the Dirichlet problem for \({1\over2}\Delta+\langle a,\nabla\rangle+b\) with singular coefficients
• Dirichlet forms and symmetric Markov processes
• Backwards SDE with random terminal time and applications to semilinear elliptic PDE
• Backward SDEs and Cauchy problem for semilinear equations in divergence form
• BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion.
• Backward stochastic differential equations associated to a symmetric Markov process
• Diffusion processes and second order elliptic operators with singular coefficients for lower order terms
• Time-reversal and elliptic boundary value problems
• Stochastic calculus for symmetric Markov processes
• Perturbation of symmetric Markov processes
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• Convergence of non-symmetric dirichlet processes
• From Brownian Motion to Schrödinger’s Equation
• Two-dimensional Brownian motion and harmonic functions