Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations

DOI10.1007/s00245-004-0814-xzbMath1101.60046OpenAlexW2028341348MaRDI QIDQ2506159

Gianmario Tessitore, Marco Fuhrman

Publication date: 28 September 2006

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2434/661828

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonsmooth analysis (49J52) Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic calculus of variations and the Malliavin calculus (60H07) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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