## The Annals of Probability

### On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces

#### Abstract

This paper is concerned with solution in Hölder spaces of the Cauchy problem for linear and semi-linear backward stochastic partial differential equations (BSPDEs) of super-parabolic type. The pair of unknown variables are viewed as deterministic spatial functionals which take values in Banach spaces of random (vector) processes. We define suitable functional Hölder spaces for them and give some inequalities among these Hölder norms. The existence, uniqueness as well as the regularity of solutions are proved for BSPDEs, which contain new assertions even on deterministic PDEs.

#### Article information

Source
Ann. Probab., Volume 44, Number 1 (2016), 360-398.

Dates
Revised: September 2014
First available in Project Euclid: 2 February 2016

https://projecteuclid.org/euclid.aop/1454423044

Digital Object Identifier
doi:10.1214/14-AOP976

Mathematical Reviews number (MathSciNet)
MR3456341

Zentralblatt MATH identifier
1336.60125

#### Citation

Tang, Shanjian; Wei, Wenning. On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces. Ann. Probab. 44 (2016), no. 1, 360--398. doi:10.1214/14-AOP976. https://projecteuclid.org/euclid.aop/1454423044

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