Article ID Journal Published Year Pages File Type
1156625 Stochastic Processes and their Applications 2014 37 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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