期刊
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
卷 123, 期 5, 页码 1851-1870出版社
ELSEVIER
DOI: 10.1016/j.spa.2013.01.009
关键词
Backward uniqueness; Parabolic SPDE; Spectral limit
The aim of this article is to study the asymptotic behavior for large times of solutions of linear stochastic partial differential equations of parabolic type. In particular, we will prove the backward uniqueness result and the existence of the spectral limit for abstract SPDEs and then show how these results can be applied to linear SPDEs. (C) 2013 Published by Elsevier B.V.
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