Backward parabolic Ito equations and second fundamental inequality
| dc.contributor.author | Dokuchaev, Nikolai | |
| dc.date.accessioned | 2017-01-30T12:12:55Z | |
| dc.date.available | 2017-01-30T12:12:55Z | |
| dc.date.created | 2012-12-03T07:24:56Z | |
| dc.date.issued | 2012 | |
| dc.identifier.citation | Dokuchaev, Nikolai. 2012. Backward parabolic Ito equations and second fundamental inequality. Random Operators and Stochastic Equations. 20 (1): pp. 69-102. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/19268 | |
| dc.identifier.doi | 10.1515/rose-2012-0003 | |
| dc.description.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. | |
| dc.publisher | Walter de Gruyter | |
| dc.subject | backward SPDEs | |
| dc.subject | parabolic Ito equations | |
| dc.subject | regularity | |
| dc.title | Backward parabolic Ito equations and second fundamental inequality | |
| dc.type | Journal Article | |
| dcterms.source.volume | 20 | |
| dcterms.source.number | 1 | |
| dcterms.source.startPage | 69 | |
| dcterms.source.endPage | 102 | |
| dcterms.source.issn | 0926-6364 | |
| dcterms.source.title | Random Operators and Stochastic Equations | |
| curtin.note |
The final publication is available at www.degruyter.com | |
| curtin.department | ||
| curtin.accessStatus | Open access |