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

Volume 170 / 2005

Andrzej Rozkosz Studia Mathematica 170 (2005), 1-21 MSC: Primary 60H30; Secondary 35J60. DOI: 10.4064/sm170-1-1


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.


  • Andrzej RozkoszFaculty of Mathematics and Computer Science
    Nicolaus Copernicus University
    Chopina 12/18
    87-100 Toruń, Poland

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