Backward SPDEs with non-local in time and space boundary conditions
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Publication:6236959
arXiv1211.1460MaRDI QIDQ6236959FDOQ6236959
Authors: Nikolai Dokuchaev 
Publication date: 7 November 2012
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.
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)
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