Existence and Uniqueness of Stochastic PDEs associated with the Forward Equations: An Approach using Alternate Norms

Suprio Bhar, Rajeev Bhaskaran, Arvind Kumar Nath

We consider stochastic PDEs \[dY_t = L(Y_t)\, dt + A(Y_t).\, dB_t, t > 0\] and associated PDEs \[du_t = L u_t\, dt, t > 0\] with regular initial conditions. Here, $L$ and $A$ are c…