Parabolic Ito equations with mixed in time conditions
We study linear stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the initial time is replaced by a condition that mixes the values of the solution at different times, including the terminal time and continuously di...
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| Format: | Journal Article |
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Marcel Dekker Inc.
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/12158 |
| Summary: | We study linear stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the initial time is replaced by a condition that mixes the values of the solution at different times, including the terminal time and continuously distributed times. Uniqueness, solvability and regularity results for the solutions are obtained. |
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