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

Author

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  • Brzeźniak, Zdzisław
  • Neklyudov, Misha

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.

Suggested Citation

  • Brzeźniak, Zdzisław & Neklyudov, Misha, 2013. "Backward uniqueness and the existence of the spectral limit for linear parabolic SPDEs," Stochastic Processes and their Applications, Elsevier, vol. 123(5), pages 1851-1870.
    • Handle: RePEc:eee:spapps:v:123:y:2013:i:5:p:1851-1870
    DOI: 10.1016/j.spa.2013.01.009
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    Cited by:

    1. Barbu, Viorel & Röckner, Michael, 2016. "Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise," Stochastic Processes and their Applications, Elsevier, vol. 126(7), pages 2163-2179.

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