\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367)
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English | \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space |
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\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (English)
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10 July 2012
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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.
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backward stochastic differential equations
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