当前位置: X-MOL 学术Potential Anal. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
Neumann Boundary Problems for Parabolic Partial Differential Equations with Divergence Terms
Potential Analysis ( IF 1.1 ) Pub Date : 2021-02-04 , DOI: 10.1007/s11118-021-09902-7
Chi Hong Wong , Xue Yang , Jing Zhang

In this paper, we give a probabilistic interpretation for solutions to the Neumann boundary problems for a class of semi-linear parabolic partial differential equations (PDEs for short) with singular non-linear divergence terms. This probabilistic approach leads to the study on a new class of backward stochastic differential equations (BSDEs for short). A connection between this class of BSDEs and semi-linear PDEs is established.



中文翻译:

带散度项的抛物型偏微分方程的Neumann边界问题

在本文中,我们给出了一类具有奇异非线性散度项的半线性抛物型偏微分方程(简称PDE)的Neumann边界问题解的概率解释。这种概率方法导致了对一类新型的后向随机微分方程(简称BSDE)的研究。在此类BSDE与半线性PDE之间建立了连接。

更新日期:2021-02-04
down
wechat
bug