Backward parabolic Ito equations and second fundamental inequality
Probability
2010-07-27 v3 Analysis of PDEs
Abstract
Regularity of solutions is studied for backward stochastic parabolic Ito equations. An analog of the second energy inequality and the related existence theorem are obtained for domains with boundary.
Keywords
Cite
@article{arxiv.math/0606595,
title = {Backward parabolic Ito equations and second fundamental inequality},
author = {Nikolai Dokuchaev},
journal= {arXiv preprint arXiv:math/0606595},
year = {2010}
}