On forward and backward SPDEs with non-local boundary conditions

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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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Bibliographic Details
Main Author:	Dokuchaev, Nikolai
Format:	Journal Article
Published:	American Institute of Mathematical Sciences 2015
Subjects:	backward SPDEs portfolio selection periodic conditions non-local conditions SPDEs
Online Access:	http://hdl.handle.net/20.500.11937/34666

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