Backward parabolic Ito equations and second fundamental inequality

Backward parabolic Ito equations and second fundamental inequality

Regularity of solutions is studied for backward stochastic parabolic Ito equations. An analog of the second fundamental inequality (second energy estimate) and the related existence theorem are obtained for domains with boundary. This result leads to representation theorem for non-Markov processes i...

Full description

Bibliographic Details
Main Author: Dokuchaev, Nikolai
Format: Journal Article
Published: Walter de Gruyter 2012
Subjects:
backward SPDEs
parabolic Ito equations
regularity
Online Access:http://hdl.handle.net/20.500.11937/19268

Internet

http://hdl.handle.net/20.500.11937/19268

Similar Items