Time-reversal and elliptic boundary value problems

Abstract

In this paper, we prove that there exists a unique, bounded continuous weak solution to the Dirichlet boundary value problem for a general class of second-order elliptic operators with singular coefficients, which does not necessarily have the maximum principle. Our method is probabilistic. The time reversal of symmetric Markov processes and the theory of Dirichlet forms play a crucial role in our approach.

Published in at http://dx.doi.org/10.1214/08-AOP427 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

References in corpus (2)

• Absolute continuity of symmetric Markov processes
• Stochastic calculus for symmetric Markov processes

Cited by in corpus (6)

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• The Neumann Boundary Problem for Elliptic Partial Differential Equations with Nonlinear Divergence Terms
• Mixed Boundary Value Problems of Semilinear Elliptic PDEs and BSDEs with Singular Coefficients