English

Mixed Boundary Value Problems of Semilinear Elliptic PDEs and BSDEs with Singular Coefficients

Probability 2011-12-15 v1 Analysis of PDEs

Abstract

In this paper, we prove that there exists a unique weak 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

Cite

@article{arxiv.1112.3148,
  title  = {Mixed Boundary Value Problems of Semilinear Elliptic PDEs and BSDEs with Singular Coefficients},
  author = {Xue Yang and Tusheng Zhang},
  journal= {arXiv preprint arXiv:1112.3148},
  year   = {2011}
}