Backward parabolic Ito equations and the second fundamental inequality

DOI10.1515/rose-2012-0003zbMath1273.60075arXivmath/0606595OpenAlexW2043774937MaRDI QIDQ4923232

Nikolai G. Dokuchaev

Publication date: 6 June 2013

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0606595

zbMATH Keywords

parabolic Ito equationsbackward SPDEsregularity second fundamental inequality

Mathematics Subject Classification ID

Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (9)

On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces ⋮ On degenerate backward SPDEs in bounded domains under non-local conditions ⋮ On backward SPDEs without proper Cauchy condition ⋮ Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains ⋮ First Order BSPDEs in Higher Dimension for Optimal Control Problems ⋮ A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates ⋮ Degenerate backward SPDEs in bounded domains and applications to barrier options ⋮ On forward and backward SPDEs with non-local boundary conditions ⋮ On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces

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