• 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
  • Pages
    37
  • From page
    2442
  • To page
    2478
  • 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
  • Serial Year
    2014
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1579351