Abstract: | ABSTRACTThe paper studies backward stochastic partial differential equations (BSPDEs) of parabolic type in bounded domains in the setting where the coercivity condition is not necessary satisfied and under special non-local in time and space boundary conditions replacing the standard Cauchy condition. These conditions connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability, and regularity results are obtained. As an example of applications, it is shown that degenerate BSPDEs with non-local boundary conditions arise naturally in modelling of portfolio selection problems, including models where dividend payoffs and management fees are taken into account. |