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.
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页码：461 / 486
页数：26
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