Existence, duality, and causality for backward parabolic Ito equations
نویسنده
چکیده
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. Secondary 34F05, 34G10.
منابع مشابه
Backward parabolic Ito equations and second fundamental inequality
Existence, uniqueness, and a priori estimates for solutions are studied for stochastic parabolic Ito equations. An analog of the second fundamental inequality and the related existence theorem are obtained for backward stochastic parabolic Ito equation. AMS 1991 subject classification: Primary 60J55, 60J60, 60H10. Secondary 34F05, 34G10.
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