Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains
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Publication:1930855
DOI10.1007/s00440-011-0369-0zbMath1259.60068arXiv1006.2185MaRDI QIDQ1930855
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
weighted Sobolev spaces; strong solutions; backward stochastic partial differential equations; \(C ^{2}\) domains
93E20: Optimal stochastic control
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
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