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On the Cauchy problem for backward stochastic partial differential equations in H{o}lder spaces

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 نشر من قبل Shanjian Tang
 تاريخ النشر 2013
  مجال البحث
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This paper is concerned with solution in H{o}lder spaces of the Cauchy problem for linear and semi-linear backward stochastic partial differential equations (BSPDEs) of super-parabolic type. The pair of unknown variables are viewed as deterministic spatial functionals which take values in Banach spaces of random (vector) processes. We define suitable functional H{o}lder spaces for them and give some inequalities among these H{o}lder norms. The existence, uniqueness as well as the regularity of solutions are proved for BSPDEs, which contain new assertions even on deterministic PDEs.



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