Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains

DOI10.1007/s00440-011-0369-0zbMath1259.60068arXiv1006.2185OpenAlexW2114117107MaRDI QIDQ1930855

Shanjian Tang, Kai Du

Publication date: 14 January 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.2185

zbMATH Keywords

weighted Sobolev spacesstrong solutionsbackward stochastic partial differential equations\(C ^{2}\) domains

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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