\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367): Difference between revisions

The work is concerned with semi-linear backward stochastic differential equations of super-parabolic type. An \(L^p\) theory is given for the Cauchy problem of BSPDEs separately for the case of \(p\in (1, 2]\) and for the case of \(p\in (2, \infty)\). A comparison theorem is also addressed.