Existence, duality, and causality for backward parabolic Ito equations

نویسنده

  • Nikolai Dokuchaev
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.

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تاریخ انتشار 2008