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 |
| _version_ | 1848744629597372416 |
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| author | Dokuchaev, Nikolai |
| author_facet | Dokuchaev, Nikolai |
| author_sort | Dokuchaev, Nikolai |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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-causality. The novelty is that the semi-group property involves the diffusion term that is a part of the solution |
| first_indexed | 2025-11-14T06:04:30Z |
| format | Journal Article |
| id | curtin-20.500.11937-4841 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T06:04:30Z |
| publishDate | 2010 |
| publisher | De Gruyter |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-48412018-03-29T09:05:24Z Duality and semi-group property for backward parabolic Ito equations. Dokuchaev, Nikolai backward SPDEs parabolic Ito equations semi-group property anti-causality regularity 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-causality. The novelty is that the semi-group property involves the diffusion term that is a part of the solution 2010 Journal Article http://hdl.handle.net/20.500.11937/4841 10.1515/ROSE.2010.51 De Gruyter restricted |
| spellingShingle | backward SPDEs parabolic Ito equations semi-group property anti-causality regularity Dokuchaev, Nikolai Duality and semi-group property for backward parabolic Ito equations. |
| title | Duality and semi-group property for backward parabolic Ito equations. |
| title_full | Duality and semi-group property for backward parabolic Ito equations. |
| title_fullStr | Duality and semi-group property for backward parabolic Ito equations. |
| title_full_unstemmed | Duality and semi-group property for backward parabolic Ito equations. |
| title_short | Duality and semi-group property for backward parabolic Ito equations. |
| title_sort | duality and semi-group property for backward parabolic ito equations. |
| topic | backward SPDEs parabolic Ito equations semi-group property anti-causality regularity |
| url | http://hdl.handle.net/20.500.11937/4841 |