Duality and semi-group property for backward parabolic Ito equations
Probability
2010-03-01 v2 Analysis of PDEs
Abstract
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.
Keywords
Cite
@article{arxiv.0708.2497,
title = {Duality and semi-group property for backward parabolic Ito equations},
author = {Nikolai Dokuchaev},
journal= {arXiv preprint arXiv:0708.2497},
year = {2010}
}