Existence and Uniqueness of Bounded Weak Solutions of a Semilinear Parabolic PDE

doi:10.1007/s10959-009-0252-4

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	Existence and Uniqueness of Bounded Weak Solutions of a Semilinear Parabolic PDE
	Ran, Qikang 1; Zhang, Tusheng 2
刊名	JOURNAL OF THEORETICAL PROBABILITY
	2010-12
卷号	23 期号:4 页码:951-971
关键词	Semilinear second-order parabolic equations Backward stochastic differential equations Quadratic growth Bounded weak solutions
ISSN号	0894-9840
DOI	10.1007/s10959-009-0252-4
英文摘要	This paper has two parts. In part I, the existence and uniqueness are established for Sobolev solutions of a class of semilinear parabolic partial differential equations. Moreover, a probabilistic interpretation of the solutions in terms of backward stochastic differential equations is obtained. In part II, the existence for viscosity solutions of PDEs with obstacle and Neumann boundary condition is proved.
WOS研究方向	Mathematics
语种	英语
出版者	SPRINGER/PLENUM PUBLISHERS
WOS记录号	WOS:000285305200002
内容类型	期刊论文
源URL	[http://10.2.47.112/handle/2XS4QKH4/2344]
专题	上海财经大学
通讯作者	Ran, Qikang
作者单位	1.Shanghai Univ Finance & Econ, Dept Appl Math, Shanghai 200433, Peoples R China; 2.Univ Manchester, Sch Math, Manchester M13 9PL, Lancs, England
推荐引用方式 GB/T 7714	Ran, Qikang,Zhang, Tusheng. Existence and Uniqueness of Bounded Weak Solutions of a Semilinear Parabolic PDE[J]. JOURNAL OF THEORETICAL PROBABILITY,2010,23(4):951-971.
APA	Ran, Qikang,&Zhang, Tusheng.(2010).Existence and Uniqueness of Bounded Weak Solutions of a Semilinear Parabolic PDE.JOURNAL OF THEORETICAL PROBABILITY,23(4),951-971.
MLA	Ran, Qikang,et al."Existence and Uniqueness of Bounded Weak Solutions of a Semilinear Parabolic PDE".JOURNAL OF THEORETICAL PROBABILITY 23.4(2010):951-971.