On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains
Probability
2009-10-24 v3 Analysis of PDEs
Abstract
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the solutions to blow up near the boundary.
Keywords
Cite
@article{arxiv.0910.2289,
title = {On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains},
author = {Kai Du and Shanjian Tang},
journal= {arXiv preprint arXiv:0910.2289},
year = {2009}
}
Comments
28 pages