论文信息 - Existence, uniqueness and space regularity of the adapted solutions of a backward SPDE

Existence, uniqueness and space regularity of the adapted solutions of a backward SPDE

The existence and uniqueness of an adapted solution is proved, under very general assumptions on the coefficients, for a linear, infinite dimensional, stochastic differential equation with final time condition. Moreover the attention is focused on the regularity “in space” of this Solutions

Gianmario Tessitore | G. Tessitore

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