Backward parabolic Ito equations and the second fundamental inequality

被引：8
|
作者：
Dokuchaev, Nikolai [1 ]
机构：
[1] Curtin Univ, Dept Math & Stat, Box U1987, Perth, WA 6845, Australia
来源：
RANDOM OPERATORS AND STOCHASTIC EQUATIONS | 2012年 / 20卷 / 01期
关键词：
Parabolic Ito equations; backward SPDEs; regularity;
D O I：
10.1515/rose-2012-0003
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Regularity of solutions is studied for backward stochastic parabolic Ito equations. An analog of the second fundamental inequality (second energy estimate) and the related existence theorem are obtained for domains with boundary. This result leads to a representation theorem for non-Markov processes in bounded domains and other applications.
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页码：69 / 102
页数：34
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