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arxiv: 0910.2289 · v3 · submitted 2009-10-13 · 🧮 math.PR · math.AP

On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains

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keywords backwarddifferentialdomainsequationsparabolicpartialsmoothstochastic
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Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the solutions to blow up near the boundary.

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