L ^p theory for super-parabolic backward stochastic partial differential equations in the whole space
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Publication:434367
Abstract: This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An -theory is given for the Cauchy problem of BSPDEs, separately for the case of and for the case of . A comparison theorem is also addressed.
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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