BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS

doi:10.1142/S0219025711004481

CORC > 上海财经大学 > 上海财经大学

	BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS
	Zhang, Tusheng 1,2; Ran, Qikang 3
刊名	INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS
	2011-09
卷号	14 期号:3 页码:517-536
关键词	Semilinear parabolic partial differential equations quadratic forms Dirichlet forms Sobolev solutions backward stochastic differential equations
ISSN号	0219-0257
DOI	10.1142/S0219025711004481
英文摘要	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.
WOS研究方向	Mathematics ; Physics
语种	英语
出版者	WORLD SCIENTIFIC PUBL CO PTE LTD
WOS记录号	WOS:000295692200007
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2254]
专题	上海财经大学
通讯作者	Zhang, Tusheng
作者单位	1.Henan Normal Univ, Sch Math & Informat Sci, Xinxiang, Henan, Peoples R China; 2.Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England; 3.Shanghai Univ Finance & Econ, Dept Appl Math, Shanghai 200433, Peoples R China
推荐引用方式 GB/T 7714	Zhang, Tusheng,Ran, Qikang. BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS[J]. INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS,2011,14(3):517-536.
APA	Zhang, Tusheng,&Ran, Qikang.(2011).BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS.INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS,14(3),517-536.
MLA	Zhang, Tusheng,et al."BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS".INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS 14.3(2011):517-536.