Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156625 | Stochastic Processes and their Applications | 2014 | 37 Pages |
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
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Xue Yang, Tusheng Zhang,