Duality and semi-group property for backward parabolic Ito equations.

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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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Bibliographic Details
Main Author:	Dokuchaev, Nikolai
Format:	Journal Article
Published:	De Gruyter 2010
Subjects:	backward SPDEs parabolic Ito equations semi-group property anti-causality regularity
Online Access:	http://hdl.handle.net/20.500.11937/4841

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