Backward parabolic Ito equations and second fundamental inequality

Abstract

Regularity of solutions is studied for backward stochastic parabolic Ito equations. An analog of the second energy inequality and the related existence theorem are obtained for domains with boundary.

References in corpus (2)

• Boundary value problems for functionals of Ito processes
• Representation of functionals of Ito processes and their first exit times

Cited by in corpus (1)

• Representation of functionals of Ito processes and their first exit times