Backward stochastic evolution equations with time delay generators in Hilbert spaces

MaRDI QIDQ2916674zbMATH OpenFDO

Authors Jiaowan Luo, Zhi Li

Publication date 5 October 2012

Published in Journal of Guangzhou University. Natural Science Edition (Search for Journal in Brave)

zbMATH Keywords

backward stochastic evolution equationsmild solutiontime delay

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Multivalued backward stochastic differential equations with time delayed generators
• Backward stochastic differential equations with time delayed generators -- results and counterexamples
• Anticipated time-dependent backward stochastic evolution equations
• Reflected backward stochastic differential equations with time-delayed generators
• Reflected backward stochastic differential equations with time delayed generators

Cited in

(6)

• Reflected backward stochastic differential equations with time-delayed generators
• Anticipated time-dependent backward stochastic evolution equations
• Multivalued backward stochastic differential equations with time delayed generators
• Caputo fractional backward stochastic differential equations driven by fractional Brownian motion with delayed generator
• Well-posedness for anticipated backward stochastic Schrödinger equations
• Backward stochastic Volterra integral equations with time delayed generators

This page was built for publication: Backward stochastic evolution equations with time delay generators in Hilbert spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2916674)