2025/07/10 by Andrzej Rozkosz, Rozkosz, Andrzej
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Advanced Harmonic Analysis Research #Nonlinear Partial Differential Equations
paper · pdf · doi:10.48550/arxiv.2507.07821
We consider the Robin problem for a uniformly elliptic divergence operator with measure data on the right-hand side of the equation and an absorption term on the boundary involving blowing up terms. We prove the existence of a positive renormalized solution and provide it stochastic representation, which can be viwed as a generalized nonlinear Feynman-Kac formula. From this representation we derive some additional regularity results for the solution and some uniqueness results.