Backward uniqueness and the existence of the spectral limit for linear parabolic SPDEs

The aim of this article is to study the asymptotic behavior for large times of solutions of linear stochastic partial differential equations of parabolic type. In particular, we will prove the backward uniqueness result and the existence of the spectral limit for abstract SPDEs and then show how these results can be applied to linear SPDEs.

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Year of publication:	2013
Authors:	Brzeźniak, Zdzisław ; Neklyudov, Misha
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 123.2013, 5, p. 1851-1870
Publisher:	Elsevier
Subject:	Backward uniqueness \| Parabolic SPDE \| Spectral limit

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

Persistent link: https://www.econbiz.de/10011064950