• 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