Backward SPDEs with non-local in time and space boundary conditions

Published 7 Nov 2012 in math.PR and math.AP | (1211.1460v3)

Abstract: We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability and regularity results for the solutions are obtained.

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Authors (1)

Nikolai Dokuchaev

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