کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
8899069 | 1631508 | 2018 | 60 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Quasi-linear PDEs and forward-backward stochastic differential equations: Weak solutions
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز ریاضی
پیش نمایش صفحه اول مقاله
چکیده انگلیسی
In this paper, we study the existence, uniqueness and the probabilistic representation of the weak solutions of quasi-linear parabolic and elliptic partial differential equations (PDEs) in the Sobolev space HÏ1(Rd). For this, we study first the solutions of forward-backward stochastic differential equations (FBSDEs) with smooth coefficients, regularity of solutions and their connection with classical solutions of quasi-linear parabolic PDEs. Then using the approximation procedure, we establish their convergence in the Sobolev space to the solutions of the FBSDES in the space LÏ2(Rd;Rd)âLÏ2(Rd;Rk)âLÏ2(Rd;RkÃd). This gives a connection with the weak solutions of quasi-linear parabolic PDEs. Finally, we study the unique weak solutions of quasi-linear elliptic PDEs using the solutions of the FBSDEs on infinite horizon.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Differential Equations - Volume 264, Issue 2, 15 January 2018, Pages 959-1018
Journal: Journal of Differential Equations - Volume 264, Issue 2, 15 January 2018, Pages 959-1018
نویسندگان
Chunrong Feng, Xince Wang, Huaizhong Zhao,