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Backward SDEs and Sobolev solutions for semilinear parabolic PDEs with singular coefficients. (English) Zbl 1227.60089

Summary: We construct the solutions of semilinear parabolic PDEs with singular coefficients and establish the link to solutions of backward stochastic differential equations.

MSC:

60H30 Applications of stochastic analysis (to PDEs, etc.)
35K58 Semilinear parabolic equations
35R60 PDEs with randomness, stochastic partial differential equations
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References:

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