BSDEs with random terminal time and semilinear elliptic PDEs in divergence form
Volume 170 / 2005
Studia Mathematica 170 (2005), 1-21
MSC: Primary 60H30; Secondary 35J60.
DOI: 10.4064/sm170-1-1
Abstract
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.
