Abstract
In this work, we study two final value problems for fractional reaction equation with standard Brownian motion W(t) and fractional Brownian motion BH(t), for H∈(14,12)∪(12,1). Firstly, the well-posedness of each problem is investigated under strongly choices of data. We aim to find spaces where we obtain the existence of a unique solution of each problem, and establish some regularity results. Next, since the first problem and the second problem when H∈(12,1) are ill-posed due to the lack of regularity of the terminal condition, a well-known regularization method called Fourier truncation is applied to construct regularized solutions. Furthermore, convergence results of regularized solutions are proposed.
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