Geodesic
BSDEs with random terminal time and semilinear elliptic PDEs in divergence form
Andrzej Rozkosz 1
1 Faculty of Mathematics and Computer Science Nicolaus Copernicus University Chopina 12/18 87-100 Toruń, Poland
Studia Mathematica, Tome 170 (2005) no. 1, pp. 1-21 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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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.
DOI : 10.4064/sm170-1-1
Keywords: study connections between sobolev space solutions dirichlet problem semilinear second order elliptic equations divergence form solutions backward stochastic differential equations random terminal time

Andrzej Rozkosz  1

1 Faculty of Mathematics and Computer Science Nicolaus Copernicus University Chopina 12/18 87-100 Toruń, Poland 
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 semilinear elliptic {PDEs} in divergence form},
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 semilinear elliptic PDEs in divergence form
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 semilinear elliptic PDEs in divergence form
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Andrzej Rozkosz. BSDEs with random terminal time and
 semilinear elliptic PDEs in divergence form. Studia Mathematica, Tome 170 (2005) no. 1, pp. 1-21. doi: 10.4064/sm170-1-1

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