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In this paper, we consider the Cauchy problem of semi-linear degenerate backward stochastic partial differential equations (BSPDEs) under general settings without technical assumptions on the coefficients. For the solution of semi-linear degenerate BSPDE, we first give a proof for its existence...
Persistent link: https://www.econbiz.de/10010875090
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...
Persistent link: https://www.econbiz.de/10008875248