Backward parabolic Ito equations and second fundamental inequality

Dokuchaev, Nikolai

doi:10.1515/rose-2012-0003

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Open access

Authors

Dokuchaev, Nikolai

Date

2012

Type

Journal Article

Metadata

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Citation

Dokuchaev, Nikolai. 2012. Backward parabolic Ito equations and second fundamental inequality. Random Operators and Stochastic Equations. 20 (1): pp. 69-102.

Source Title

Random Operators and Stochastic Equations

DOI

10.1515/rose-2012-0003

ISSN

0926-6364

Remarks

The final publication is available at www.degruyter.com

URI

http://hdl.handle.net/20.500.11937/19268

Collection

Curtin Research Publications

Abstract

Regularity of solutions is studied for backward stochastic parabolic Ito equations. An analog of the second fundamental inequality (second energy estimate) and the related existence theorem are obtained for domains with boundary. This result leads to representation theorem for non-Markov processes in bounded domains and other applications.