Strong Solutions of Semilinear Parabolic Equations with Measure Data and Generalized Backward Stochastic Differential Equations
โ Scribed by Tomasz Klimsiak
- Publisher
- Springer Netherlands
- Year
- 2011
- Tongue
- English
- Weight
- 554 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0926-2601
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๐ SIMILAR VOLUMES
Existence and uniqueness is established for solutions to backward stochastic di erential equations with jumps and non-Lipschitzian coe cients in Hilbert space. The results are used to solve some special types of optimal stochastic control problems with respect to certain BSDEs with jumps in Hilbert
Semilinear hyperbolic and parabolic initial-boundary value problems are studied. Criteria for solutions of a semilinear hyperbolic equation and a parabolic equation with general forcing term and general boundary condition to blow up in finite time are obtained.
Let u n be the sequence of solutions of where W is a bounded set in R N and f n is a sequence of functions which is strongly convergent to a function f in L 1 loc (W 0 K), with K a compact in W of zero r-capacity; no assumptions are made on the sequence f n on the set K. We prove that if a has grow