Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise

Ying Hu; Shanjian Tang

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arXiv · 1708.00324

Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise

Ying Hu·Shanjian Tang

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Abstract

We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and then give an existence and uniqueness result for nonlinear backward stochastic evolutionary equations. A dual argument plays a crucial role in the proof of these results. Finally, an example is given to illustrate the existence and uniqueness result.

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Ying Hu, Shanjian Tang. 2017-08-01. Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise. https://arxiv.org/abs/1708.00324

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