Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications (Q5190575): Difference between revisions

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Latest revision as of 14:23, 2 July 2024

scientific article; zbMATH DE number 5683085
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English
Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications
scientific article; zbMATH DE number 5683085

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    Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications (English)
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    18 March 2010
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    backward stochastic differential equation
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    backward stochastic partial differential equation
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    martingale representation theorem
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    strong orthogonality and Galerkin's approximation method
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