On linear, degenerate backward stochastic partial differential equations

1999 ◽  
Vol 113 (2) ◽  
pp. 135-170 ◽  
Author(s):  
Jin Ma ◽  
Jiongmin Yong
Author(s):  
Shohei Nakajima

AbstractWe prove existence of solutions and its properties for a one-dimensional stochastic partial differential equations with fractional Laplacian and non-Lipschitz coefficients. The method of proof is eatablished by Kolmogorov’s continuity theorem and tightness arguments.


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