{
  "id": "1211.1460",
  "version": "v3",
  "published": "2012-11-07T06:16:38.000Z",
  "updated": "2013-07-31T05:22:50.000Z",
  "title": "Backward SPDEs with non-local in time and space boundary conditions",
  "authors": [
    "Nikolai Dokuchaev"
  ],
  "comment": "14 pages. arXiv admin note: substantial text overlap with arXiv:1208.5538",
  "categories": [
    "math.PR",
    "math.AP"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2013-07-31T05:22:50.000Z"
    }
  ],
  "analyses": {
    "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"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 14,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1211.1460D"
    }
  }
}