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
Link To Document :
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