Backward uniqueness and the existence of the spectral limit for linear parabolic SPDEs

Zdzisław Brzeźniak and Misha Neklyudov

Stochastic Processes and their Applications, 2013, vol. 123, issue 5, 1851-1870

Abstract: The aim of this article is to study the asymptotic behavior for large times of solutions of linear stochastic partial differential equations of parabolic type. In particular, we will prove the backward uniqueness result and the existence of the spectral limit for abstract SPDEs and then show how these results can be applied to linear SPDEs.

Keywords: Backward uniqueness; Parabolic SPDE; Spectral limit (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2013.01.009

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