Elliptic PDEs with distributional drift and backward SDEs driven by a c{à}dl{à}g martingale with random terminal time

We introduce a generalized notion of semilinear elliptic partial differential equations where the corresponding second order partial differential operator $L$ has a generalized drift. We investigate existence and uniqueness of generalized solutions of class $C^1$. The generator $L$ is associated with a Markov process $X$ which is the solution of a stochastic differential equation with distributional drift. If the semilinear PDE admits boundary conditions, its solution is naturally associated with a backward stochastic differential equation (BSDE) with random terminal time, where the forward process is $X$. Since $X$ is a weak solution of the forward SDE, the BSDE appears naturally to be driven by a martingale. In the paper we also discuss the uniqueness of a BSDE with random terminal time when the driving process is a general c{à}dl{à}g martingale.

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