Duality and semi-group property for backward parabolic Itô equations
نویسندگان
چکیده
منابع مشابه
Existence, duality, and causality for backward parabolic Ito equations
We study existence, uniqueness, and a priori estimates for solutions for backward parabolic Ito equations in domains with boundary. The proofs are based duality between forward and backward equations. This duality is used also to establish that backward parabolic equations have some causality (more precisely, some anti-causality). AMS 1991 subject classification: Primary 60J55, 60J60, 60H10. Se...
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ژورنال
عنوان ژورنال: Random Operators and Stochastic Equations
سال: 2010
ISSN: 0926-6364,1569-397X
DOI: 10.1515/rose.2010.51