The paper is devoted to the Cauchy problem of backward stochastic superparabolic equations with quadratic growth.We prove two Ito formulas in the whole space.Furthermore,we prove the existence of weak solutions for th...The paper is devoted to the Cauchy problem of backward stochastic superparabolic equations with quadratic growth.We prove two Ito formulas in the whole space.Furthermore,we prove the existence of weak solutions for the case of onedimensional state space,and the uniqueness of weak solutions without constraint on the state space.展开更多
基金the National Science Foundation of China(Grants Nos.11631004 and 11171076)the Science and Technology Commission,Shanghai Municipality(Grant No.14XD1400400)the Shanghai Key Laboratory for Contemporary Applied Mathematics,Fudan University。
文摘The paper is devoted to the Cauchy problem of backward stochastic superparabolic equations with quadratic growth.We prove two Ito formulas in the whole space.Furthermore,we prove the existence of weak solutions for the case of onedimensional state space,and the uniqueness of weak solutions without constraint on the state space.
