arXiv:0910.2289 Abstract | arXiv Analytics

arXiv:0910.2289 [math.PR]Abstract References Reviews Resources

On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains

Published 2009-10-13, updated 2009-10-24Version 3

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the solutions to blow up near the boundary.

Comments: 28 pages

Categories: math.PR, math.AP

Subjects: 60H15, 35R60, 93E20

Keywords: parabolic stochastic partial differential equations, backward parabolic stochastic partial differential, general smooth domains, dirichlet problem

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