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

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.

arXiv comment14 pages. arXiv admin note: substantial text overlap with arXiv:1208.5538

References in corpus (2)

• Random Periodic Solutions of SPDEs via Integral Equations and Wiener-Sobolev Compact Embedding
• On almost surely periodic and almost periodic solutions of backward SPDEs

Cited by in corpus (1)

• On almost surely periodic and almost periodic solutions of backward SPDEs