Title of article
A revisit to -theory of super-parabolic backward stochastic partial differential equations in
Author/Authors
Du، نويسنده , , Kai and Meng، نويسنده , , Qingxin، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2010
Pages
20
From page
1996
To page
2015
Abstract
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space H n ( = W 2 n ) under weaker assumptions than those used by X. Zhou [X. Zhou, A duality analysis on stochastic partial differential equations, J. Funct. Anal. 103 (1992) 275–293]. As an application, a comparison theorem is obtained.
Keywords
Backward stochastic partial differential equations , Cauchy problems , sobolev spaces
Journal title
Stochastic Processes and their Applications
Serial Year
2010
Journal title
Stochastic Processes and their Applications
Record number
1578324
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