Backward sdes and sobolev solutions for semilinear parabolic pdes with singular coefficients

Zhang T.; Ran Q.

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Backward sdes and sobolev solutions for semilinear parabolic pdes with singular coefficients

机译：具有奇异系数的半线性抛物线pdes的向后sdes和sobolev解

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摘要

In this paper, we construct the solutions of semilinear parabolic PDEs with singular coefficients and establish the link to solutions of backward stochastic differential equations.

机译：在本文中，我们构造了具有奇异系数的半线性抛物PDE的解，并建立了向后随机微分方程解的链接。

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《Infinite dimensional analysis, quantum probability, and related topics》 |2011年第3期|共20页
作者
Zhang T.; Ran Q.;
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正文语种 eng
中图分类物理学;
关键词
backward stochastic differential equations; Dirichlet forms; quadratic forms; Semilinear parabolic partial differential equations; Sobolev solutions;

机译：后向随机微分方程;Dirichlet形式;二次形式;半线性抛物型偏微分方程;Sobolev解;

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专利

1. Backward sdes and sobolev solutions for semilinear parabolic pdes with singular coefficients [J] . Zhang T., Ran Q. Infinite dimensional analysis, quantum probability, and related topics . 2011,第3期

机译：具有奇异系数的半线性抛物线pdes的向后sdes和sobolev解
2. Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs [J] . Shamarova Evelina, Pereira Rui Sa Stochastic Processes and Their Applications: An Official Journal of the Bernoulli Society for Mathematical Statistics and Probability . 2020,第7期

机译：具有跳跃和经典解的前后SDES对非本地Quasilinear抛物面PDES
3. Existence and uniqueness of solutions for a class of semilinear parabolic PDEs with non-Lipschitz coefficients [J] . Zhang XC Journal of Mathematical Analysis and Applications . 2006,第2期

机译：一类具有非Lipschitz系数的半线性抛物PDE的解的存在唯一性
4. Second Order Backward SDEs, Fully Nonlinear PDEs, and Applications in Finance [C] . Nizar Touzi International Congress of Mathematicians . 2010

机译：二阶落后SDES，完全非线性PDE，以及金融中的应用
5. American options and semilinear parabolic partial differential equations in weighted Sobolev spaces. [D] . Muthoka, Terrence K. 2014

机译：加权Sobolev空间中的美式期权和半线性抛物型偏微分方程。
6. Multiplicity and asymptotic behavior of solutions for Kirchhoff type equations involving the Hardy–Sobolev exponent and singular nonlinearity [O] . Liejun Shen -1

机译：具有Hardy-Sobolev指数和奇异非线性的Kirchhoff型方程解的多重性和渐近性
7. Strong solutions of SDES with singular drift and Sobolev diffusion coefficients [O] . Zhang Xicheng 2005

机译：具有奇异漂移和Sobolev扩散系数的SDES的强解
8. Removability: First Order Sobolev Space, PDE Solutions, Holomorphic Functions.211 Sobolev Space Constructed in a New Way [R] . Wannebo, A. 1999

机译：可移除性：一阶sobolev空间，pDE解，全纯函数.211 sobolev空间以新方式构建

Backward sdes and sobolev solutions for semilinear parabolic pdes with singular coefficients

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