Title of article :
Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients
Author/Authors :
Yang، نويسنده , , Xue and Zhang، نويسنده , , Tusheng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Abstract :
In this paper, we prove that there exists a unique weak (Sobolev) solution to the mixed boundary value problem for a general class of semilinear second order elliptic partial differential equations with singular coefficients. Our approach is probabilistic. The theory of Dirichlet forms and backward stochastic differential equations with singular coefficients and infinite horizon plays a crucial role.
Keywords :
Quadratic forms , Mixed boundary value problem , Backward stochastic differential equations , Fukushima’s decomposition , Dirichlet forms , Reflecting diffusion processes
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications