Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations
Probability
2009-11-09 v3 Analysis of PDEs
Abstract
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space () under weaker assumptions than those used by X. Zhou [Journal of Functional Analysis 103, 275--293 (1992)]. As an application, a comparison theorem is obtained.
Cite
@article{arxiv.0911.0077,
title = {Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations},
author = {Kai Du and Qingxin Meng},
journal= {arXiv preprint arXiv:0911.0077},
year = {2009}
}
Comments
20 pages