A revisit to -theory of super-parabolic backward stochastic partial differential equations in

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 Hn () under weaker assumptions than those used by X. Zhou [X. Zhou, A duality analysis on stochastic partial differential equations, J. Funct. Anal. 103 (1992) 275-293]. As an application, a comparison theorem is obtained.

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Year of publication:	2010
Authors:	Du, Kai ; Meng, Qingxin
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 120.2010, 10, p. 1996-2015
Publisher:	Elsevier
Keywords:	Backward stochastic partial differential equations Cauchy problems Sobolev spaces

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008875248