Duality and semi-group property for backward parabolic Ito equations.
| dc.contributor.author | Dokuchaev, Nikolai | |
| dc.date.accessioned | 2017-01-30T10:41:55Z | |
| dc.date.available | 2017-01-30T10:41:55Z | |
| dc.date.created | 2010-03-10T20:03:05Z | |
| dc.date.issued | 2010 | |
| dc.identifier.citation | Dokuchaev, Nikolai. 2010. Duality and semi-group property for backward parabolic Ito equations. Random Operators and Stochastic Equations. 18: pp. 51-72. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/4841 | |
| dc.identifier.doi | 10.1515/ROSE.2010.51 | |
| dc.description.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 | |
| dc.publisher | De Gruyter | |
| dc.subject | backward SPDEs | |
| dc.subject | parabolic Ito equations | |
| dc.subject | semi-group property | |
| dc.subject | anti-causality | |
| dc.subject | regularity | |
| dc.title | Duality and semi-group property for backward parabolic Ito equations. | |
| dc.type | Journal Article | |
| dcterms.source.volume | 18 | |
| dcterms.source.startPage | 51 | |
| dcterms.source.endPage | 72 | |
| dcterms.source.issn | 0926-6364 | |
| dcterms.source.title | Random Operators and Stochastic Equations | |
| curtin.accessStatus | Fulltext not available | |
| curtin.faculty | School of Science and Computing | |
| curtin.faculty | Department of Mathematics and Statistics | |
| curtin.faculty | Faculty of Science and Engineering |