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    Duality and semi-group property for backward parabolic Ito equations.

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    Authors
    Dokuchaev, Nikolai
    Date
    2010
    Type
    Journal Article
    
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    Citation
    Dokuchaev, Nikolai. 2010. Duality and semi-group property for backward parabolic Ito equations. Random Operators and Stochastic Equations. 18: pp. 51-72.
    Source Title
    Random Operators and Stochastic Equations
    DOI
    10.1515/ROSE.2010.51
    ISSN
    0926-6364
    Faculty
    School of Science and Computing
    Department of Mathematics and Statistics
    Faculty of Science and Engineering
    URI
    http://hdl.handle.net/20.500.11937/4841
    Collection
    • Curtin Research Publications
    Abstract

    We study existence, uniqueness, semi-group property, and a priori estimates for solutions for backward parabolic Ito equations in domains with boundary. We study also duality between forward and backward equations. The semi-group for backward equations is established in the form of some anti-causality. The novelty is that the semi-group property involves the diffusion term that is a part of the solution

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