Backward parabolic Ito equations and the second fundamental inequality
نویسندگان
چکیده
منابع مشابه
Backward parabolic Ito equations and second fundamental inequality
Existence, uniqueness, and a priori estimates for solutions are studied for stochastic parabolic Ito equations. An analog of the second fundamental inequality and the related existence theorem are obtained for backward stochastic parabolic Ito equation. AMS 1991 subject classification: Primary 60J55, 60J60, 60H10. Secondary 34F05, 34G10.
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We study existence, uniqueness, and a priori estimates for solutions for backward parabolic Ito equations in domains with boundary. The proofs are based duality between forward and backward equations. This duality is used also to establish that backward parabolic equations have some causality (more precisely, some anti-causality). AMS 1991 subject classification: Primary 60J55, 60J60, 60H10. Se...
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Representation of functionals of non-Markov processes is studied for bounded and unbounded domains. These functionals are represented via solutions of backward parabolic Ito equations. This results is based on an analog of the second fundamental inequality and the related existence theorem are obtained for backward parabolic Ito equations. AMS 1991 subject classification: Primary 60J55, 60J60, ...
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ژورنال
عنوان ژورنال: Random Operators and Stochastic Equations
سال: 2012
ISSN: 0926-6364,1569-397X
DOI: 10.1515/rose-2012-0003