Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients

DOI10.1016/j.spa.2014.02.009zbMath1333.60152arXiv1112.3148OpenAlexW1985394061MaRDI QIDQ402487

Xue Yang, Tu-Sheng Zhang

Publication date: 28 August 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.3148

zbMATH Keywords

quadratic formsbackward stochastic differential equationsDirichlet formsmixed boundary value problemssemilinear elliptic PDEsFukushima's decompositionreflecting diffusion processes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Semilinear elliptic equations (35J61)

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