scholarly journals On the existence of optimal controls for backward stochastic partial differential equations

2018 ◽  
Vol 137 ◽  
pp. 113-123
Author(s):  
Qingxin Meng ◽  
Yang Shen ◽  
Peng Shi
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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