On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains

2009/10/13 by Kai Du, Du, Kai, Shanjian Tang +1 · 1 citation
Economics, Econometrics and Finance · Computer Science · Engineering · #Stochastic processes and financial applications #Advanced Mathematical Modeling in Engineering #Stability and Controllability of Differential Equations

paper · pdf · doi:10.48550/arxiv.0910.2289

Abstract

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the solutions to blow up near the boundary.

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