$L^{p}$ Theory for Super-parabolic Backward Stochastic Partial Differential Equations in the Whole Space
Probability
2010-06-08 v1
Abstract
This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An -theory is given for the Cauchy problem of BSPDEs, separately for the case of and for the case of . A comparison theorem is also addressed.
Keywords
Cite
@article{arxiv.1006.1171,
title = {$L^{p}$ Theory for Super-parabolic Backward Stochastic Partial Differential Equations in the Whole Space},
author = {Kai Du and Jinniao Qiu and Shanjian Tang},
journal= {arXiv preprint arXiv:1006.1171},
year = {2010}
}