Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients
(2011)
Journal Article
Zhang, Q., & Zhao, H. (2012). Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients. Journal of Theoretical Probability, 25, 396–423. https://doi.org/10.1007/s10959-011-0350-y
In this paper we develop a new weak convergence and compact embedding method to study the existence and uniqueness of the L2p
ρ (Rd ;R1)×L2ρ(Rd ;Rd ) valued solution of backward stochastic differential equations with p-growth coefficients.
Then we...
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