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Abstract
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.
Received: 2009-07-06
Published Online: 2010-03-17
Published in Print: 2010-March
© de Gruyter 2010