BSDEs with random terminal time and semilinear elliptic PDEs in divergence form

Andrzej Rozkosz. "BSDEs with random terminal time and semilinear elliptic PDEs in divergence form." Studia Mathematica 170.1 (2005): 1-21. <http://eudml.org/doc/285007>.

@article{AndrzejRozkosz2005,
abstract = {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.},
author = {Andrzej Rozkosz},
journal = {Studia Mathematica},
keywords = {Sobolev space solution; Dirichlet problem},
language = {eng},
number = {1},
pages = {1-21},
title = {BSDEs with random terminal time and semilinear elliptic PDEs in divergence form},
url = {http://eudml.org/doc/285007},
volume = {170},
year = {2005},
}

TY - JOUR
AU - Andrzej Rozkosz
TI - BSDEs with random terminal time and semilinear elliptic PDEs in divergence form
JO - Studia Mathematica
PY - 2005
VL - 170
IS - 1
SP - 1
EP - 21
AB - 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.
LA - eng
KW - Sobolev space solution; Dirichlet problem
UR - http://eudml.org/doc/285007
ER -