Backward SPDEs with non-local in time and space boundary conditions

Publication date 7 November 2012

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Local time and additive functionals (60J55) Linear differential equations in abstract spaces (34G10)

Abstract: We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability and regularity results for the solutions are obtained.

This page was built for publication: Backward SPDEs with non-local in time and space boundary conditions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6236959)