L ^p theory for super-parabolic backward stochastic partial differential equations in the whole space

DOI10.1007/S00245-011-9154-9zbMATH Open1266.60116arXiv1006.1171OpenAlexW2012826706MaRDI QIDQ434367FDOQ434367

Jinniao Qiu, Shanjian Tang, Kai Du

Publication date: 10 July 2012

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Abstract: This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An $L^p$-theory is given for the Cauchy problem of BSPDEs, separately for the case of $pin(1,2]$ and for the case of $pin(2,infty)$. A comparison theorem is also addressed.

Full work available at URL: https://arxiv.org/abs/1006.1171

zbMATH Keywords

backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (25)

• Controlled reflected SDEs and Neumann problem for backward SPDEs
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