English

A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients

Probability 2012-11-19 v1

Abstract

In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic partial differential equations. Our approach is probabilistic. The theory of Dirichlet processes and backward stochastic differential equations play a crucial role.

Keywords

Cite

@article{arxiv.1211.3820,
  title  = {A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients},
  author = {Tusheng Zhang},
  journal= {arXiv preprint arXiv:1211.3820},
  year   = {2012}
}

Comments

Published in at http://dx.doi.org/10.1214/10-AOP591 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)