On forward and backward SPDEs with non-local boundary conditions
We study linear stochastic partial differential equations of parabolic type with non-local in time or mixed in time boundary conditions. The standard Cauchy condition at the terminal time is replaced by a condition that mixes the random values of the solution at different times, including the termi...
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| Format: | Journal Article |
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American Institute of Mathematical Sciences
2015
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| Online Access: | http://hdl.handle.net/20.500.11937/34666 |