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
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DOI：
10.1080/07362999608809451
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发表时间：
1996
影响因子：
1.3
通讯作者：
G. Tessitore
中科院分区：
文献类型：
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作者：
G. Tessitore
在非常一般的系数假设下，证明了一个具有最终时间条件的线性无穷维随机微分方程适应解的存在唯一性.此外，注意力集中在这个解决方案的“空间”的规律性
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