Open AccessMathematics
N. Dokuchaev
Abstract
Regularity of solutions is studied for backward stochastic parabolic Ito equa- tions. An analog of the second fundamental inequality (second energy estimate) and the related existence theorem are obtained for domains with boundary. This result leads to a representation theorem for non-Markov processes in bounded domains and other applica- tions.
Citation format
DOKUCHAEV, N. Backward parabolic ito equations and second fundamental inequality [preprint]. arXiv, 2006. arXiv:math/0606595.