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arXiv · 0911.0077

Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations

Kai Du·Qingxin Meng
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Abstract

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space $H^n$ ($=W^n_2$) under weaker assumptions than those used by X. Zhou [Journal of Functional Analysis 103, 275--293 (1992)]. As an application, a comparison theorem is obtained.

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Kai Du, Qingxin Meng. 2009-11-09. Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations. https://arxiv.org/abs/0911.0077

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