BSDEs with random terminal time and semilinear elliptic PDEs in divergence form
Andrzej Rozkosz
Studia Mathematica, Tome 166 (2005), p. 1-21 / Harvested from The Polish Digital Mathematics Library
Access to full text
Full (PDF)

We study connections between Sobolev space solutions of the Dirichlet problem for semilinear second order elliptic equations in divergence form and solutions of backward stochastic differential equations with random terminal time.

Publié le : 2005-01-01
EUDML-ID : urn:eudml:doc:285007 
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-sm170-1-1,
     author = {Andrzej Rozkosz},
     title = {BSDEs with random terminal time and semilinear elliptic PDEs in divergence form},
     journal = {Studia Mathematica},
     volume = {166},
     year = {2005},
     pages = {1-21},
     zbl = {1067.60056},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-sm170-1-1}
}

Andrzej Rozkosz. BSDEs with random terminal time and semilinear elliptic PDEs in divergence form. Studia Mathematica, Tome 166 (2005) pp. 1-21. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-sm170-1-1/