【摘 要】
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Backward SPDEs arise in many applications of probability theory and stochastic processes.The lack of the solution's regularity brings huge difficulty to stu
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Backward SPDEs arise in many applications of probability theory and stochastic processes.The lack of the solution's regularity brings huge difficulty to study the property of the BSPDE.We study the LP theory of the solution to the BSPDE with measurable coefficients.The dual method,by which Du,Qiu,and Tang [2012,AMO] study the LEP theory in the case that the coefficients of the equation are Lipschitz continuous,could not be applied here.We use the Green function representation of the linear BSPDE and the technique of sharp function,to study the BSPDE directly,obtain a partial LP(P≥2)estimate in the VMO coefficients case.
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