Random Operators and Stochastic Equations
Editor-in-Chief: Girko, Vyacheslav
Managing Editor: Molchanov, S.
Editorial Board: Accardi, L. / Albeverio, Sergio / Carmona, R. / Casati, G. / Christopeit, N. / Domanski, C. / Drygas, Hilmar / Gupta, A.K. / Ibragimov, I. / Kirsch, Werner / Klein, A. / Kondratyev, Yuri / Kurotschka, V. / Leonenko, N. / Loubaton, Philippe / Orsingher, E. / Pastur, L. / Rodrigues, Waldyr A. / Shiryaev, Albert / Turbin, A.F. / Veretennikov, Alexandre
CiteScore 2018: 0.26
SCImago Journal Rank (SJR) 2018: 0.142
Source Normalized Impact per Paper (SNIP) 2018: 0.375
Mathematical Citation Quotient (MCQ) 2018: 0.11
Duality and semi-group property for backward parabolic Itô equations
We study existence, uniqueness, semi-group property and a-priori estimates for solutions of backward parabolic Itô equations in domains with boundary. We study also duality between forward and backward equations. The semi-group for backward equations is established in the form of some anti-causality. The novelty is that the semi-group property involves the diffusion term that is a part of the solution.
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