This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An L p -theory is given for the Cauchy problem of BSPDEs, separately for the case of p ∈(1,2) and for the case of p ∈(2,∞). A comparison theorem is also addressed.
Applied Mathematics and Optimization – Springer Journals
Published: Apr 1, 2012
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