Backward SPDEs with non-local in time and space boundary conditions
Probability
2013-08-01 v3 Analysis of PDEs
Abstract
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability and regularity results for the solutions are obtained.
Keywords
Cite
@article{arxiv.1211.1460,
title = {Backward SPDEs with non-local in time and space boundary conditions},
author = {Nikolai Dokuchaev},
journal= {arXiv preprint arXiv:1211.1460},
year = {2013}
}
Comments
14 pages. arXiv admin note: substantial text overlap with arXiv:1208.5538