L^p theory for super-parabolic backward stochastic partial differential equations in the whole space
RIS ID
101355
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.
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.