Probabilistic Representation of Weak Solutions of Partial Differential Equations with Polynomial Growth Coefficients
نویسندگان
چکیده
In this paper we develop a new weak convergence and compact embedding method to study the existence and uniqueness of the L 2 ρ (R d ; R 1) ⊗ L 2 ρ (R d ; R d) valued solution of backward stochastic differential equations with p-growth coefficients. Then we establish the probabilistic representation of the weak solution of PDEs with p-growth coefficients via corresponding BSDEs.
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تاریخ انتشار 2009