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...
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| Format: | Journal Article |
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Walter de Gruyter
2012
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| Online Access: | http://hdl.handle.net/20.500.11937/19268 |
| _version_ | 1848749984281788416 |
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| author | Dokuchaev, Nikolai |
| author_facet | Dokuchaev, Nikolai |
| author_sort | Dokuchaev, Nikolai |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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 in bounded domains and other applications. |
| first_indexed | 2025-11-14T07:29:37Z |
| format | Journal Article |
| id | curtin-20.500.11937-19268 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T07:29:37Z |
| publishDate | 2012 |
| publisher | Walter de Gruyter |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-192682017-09-13T16:04:39Z Backward parabolic Ito equations and second fundamental inequality Dokuchaev, Nikolai backward SPDEs parabolic Ito equations regularity 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 in bounded domains and other applications. 2012 Journal Article http://hdl.handle.net/20.500.11937/19268 10.1515/rose-2012-0003 Walter de Gruyter fulltext |
| spellingShingle | backward SPDEs parabolic Ito equations regularity Dokuchaev, Nikolai Backward parabolic Ito equations and second fundamental inequality |
| title | Backward parabolic Ito equations and second fundamental inequality |
| title_full | Backward parabolic Ito equations and second fundamental inequality |
| title_fullStr | Backward parabolic Ito equations and second fundamental inequality |
| title_full_unstemmed | Backward parabolic Ito equations and second fundamental inequality |
| title_short | Backward parabolic Ito equations and second fundamental inequality |
| title_sort | backward parabolic ito equations and second fundamental inequality |
| topic | backward SPDEs parabolic Ito equations regularity |
| url | http://hdl.handle.net/20.500.11937/19268 |