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The Neumann Boundary Problem for Elliptic Partial Differential Equations with Nonlinear Divergence Terms (1804.08469v1)

Published 23 Apr 2018 in math.PR

Abstract: We prove the existence and uniqueness of weak solution of a Neumann boundary problem for an elliptic partial differential equation (PDE for short) with a singular divergence term which can only be understood in a weak sense. A probabilistic approach is applied by studying the backward stochastic differential equation (BSDE for short) corresponding to the PDE.