Strong Solution of Backward Stochastic Partial Differential Equations in $C^2$ Domains - Mathematics > ProbabilityReport as inadecuate




Strong Solution of Backward Stochastic Partial Differential Equations in $C^2$ Domains - Mathematics > Probability - Download this document for free, or read online. Document in PDF available to download.

Abstract: This paper is concerned with the strong solution to the Cauchy-Dirichletproblem for backward stochastic partial differential equations of parabolictype. Existence and uniqueness theorems are obtained, due to an application ofthe continuation method under fairly weak conditions on variable coefficientsand $C^2$ domains. The problem is also considered in weighted Sobolev spaceswhich allow the derivatives of the solutions to blow up near the boundary. Asapplications, a comparison theorem is obtained and the semi-linear equation isdiscussed in the $C^2$ domain.



Author: Kai Du, Shanjian Tang

Source: https://arxiv.org/



DOWNLOAD PDF




Related documents