Backward parabolic Ito equations and second fundamental inequality

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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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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

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