Existence, uniqueness and space regularity of the adapted solutions of a backward SPDE.

被引：51

作者：

Tessitore, G ^{[1
]}

机构：

[1] DIPARTIMENTO MATEMAT APPL G SANSONE,I-50139 FLORENCE,ITALY

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 1996年 / 14卷 / 04期

关键词：

D O I：

10.1080/07362999608809451

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The existence and uniqueness of an adapted solution is proved, under very general assumptions on the coefficients, for a linear, infinite dimensional, stochastic differential equation with final time condition. Moreover the attention is focused on the regularity ''in space'' of this solutions.

引用

页码：461 / 486

页数：26

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