\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / review text | |||
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. | |||
| Property / review text: 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. / rank | |||
Normal rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Kai Liu / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H15 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 35R60 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6054141 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
backward stochastic differential equations | |||
| Property / zbMATH Keywords: backward stochastic differential equations / rank | |||
Normal rank | |||
Revision as of 00:37, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space |
scientific article |
Statements
\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (English)
0 references
10 July 2012
0 references
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.
0 references
backward stochastic differential equations
0 references
