Duality and semi-group property for backward parabolic Ito equations.
We study existence, uniqueness, semi-group property, and a priori estimates for solutions for backward parabolic Ito equations in domains with boundary. We study also duality between forward and backward equations. The semi-group for backward equations is established in the form of some anti-causali...
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| Format: | Journal Article |
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De Gruyter
2010
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| Online Access: | http://hdl.handle.net/20.500.11937/4841 |