L^p theory for super-parabolic backward stochastic partial differential equations in the whole space

Authors

Kai Du, University of WollongongFollow
Jinniao QiuFollow
Shanjian Tang, Fudan UniversityFollow

RIS ID

101355

Publication Details

Du, K., Qiu, J. & Tang, S. (2012). L^p theory for super-parabolic backward stochastic partial differential equations in the whole space. Applied Mathematics and Optimization, 65 (12), 175-219.

Abstract

This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An Lp-theory is given for the Cauchy problem of BSPDEs, separately for the case of p ∈ (1, 2] and for the case of p ∈ (2,∞). A comparison theorem is also addressed.