Strong Solution of Backward Stochastic Partial Differential Equations in $C^2$ Domains - Mathematics > ProbabilityReportar como inadecuado




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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.



Autor: Kai Du, Shanjian Tang

Fuente: https://arxiv.org/







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