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arXiv · 1211.1460

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

Nikolai Dokuchaev
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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.

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Nikolai Dokuchaev. 2013-07-31. Backward SPDEs with non-local in time and space boundary conditions. https://arxiv.org/abs/1211.1460

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