Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise

DOI10.1016/J.SPA.2016.01.007zbMath1336.60117arXiv1409.3692OpenAlexW2269611881MaRDI QIDQ271887

Viorel Barbu, Michael Roeckner

Publication date: 20 April 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.3692

zbMATH Keywords

approximate controllabilitybackward uniquenessGaussian multiplicative noisestochastic parabolic-like equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Controllability (93B05) Navier-Stokes equations (35Q30) Applications of operator theory to differential and integral equations (47N20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Semilinear parabolic equations (35K58)

Related Items (3)

Determination of the solution of a stochastic parabolic equation by the terminal value ⋮ Stochastic maximum principle for optimal liquidation with control-dependent terminal time ⋮ Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise

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