Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 120, Issue 10, Pages 1996-2015Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.spa.2010.06.001
Keywords
Backward stochastic partial differential equations; Cauchy problems; Sobolev spaces
Categories
Funding
- NSFC [10325101]
- Basic Research Program of China (973 Program) [2007CB814904]
- Science Foundation for Ministry of Education of China [20090071110001]
- Natural Science Foundation of Zhejiang Province [606667]
- Evaluation Model, Optimization and Control of Performance of Public Health System in China
- Ministry of Education, Science and Technology [R31-2009-000-20007]
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Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space H-n (=W-2(n)) under weaker assumptions than those used by X. Zhou [X. Zhou, A duality analysis on stochastic partial differential equations, J. Funct. Anal. 103 (1992) 275-293]. As an application, a comparison theorem is obtained. (C) 2010 Elsevier B.V. All rights reserved.
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