Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise
Résumé
We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and then give an existence and uniqueness result for nonlinear backward stochastic evolutionary equations. A dual argument plays a crucial role in the proof of these results. Finally, an example is given to illustrate the existence and uniqueness result.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)
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