A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\)

DOI10.1016/j.spa.2010.06.001zbMath1203.60083MaRDI QIDQ2638357

Kai Du, Qingxin Meng

Publication date: 15 September 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2010.06.001

zbMATH Keywords

Sobolev spaces; weak solution; comparison theorem; Cauchy problems; backward stochastic partial differential equations; backward stochastic evolution equations; super-parabolicity condition

Mathematics Subject Classification ID

46E35: Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

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