arXiv:1211.1460 Abstract | arXiv Analytics

arXiv:1211.1460 [math.PR]Abstract References Reviews Resources

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

Published 2012-11-07, updated 2013-07-31Version 3

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.

Comments: 14 pages. arXiv admin note: substantial text overlap with arXiv:1208.5538

Categories: math.PR, math.AP

Subjects: 60J55, 60J60, 60H10, 34F05, 34G10

Keywords: space boundary conditions, backward spdes, backward stochastic partial differential equations, study linear backward stochastic partial, linear backward stochastic partial differential

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