Skip to content
Licensed Unlicensed Requires Authentication Published by De Gruyter March 17, 2010

Duality and semi-group property for backward parabolic Itô equations

  • Nikolai Dokuchaev

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

Downloaded on 28.3.2024 from https://www.degruyter.com/document/doi/10.1515/rose.2010.51/html
Scroll to top button