Well-posedness of backward stochastic partial differential equations with Lyapunov condition (Q2178803)

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Well-posedness of backward stochastic partial differential equations with Lyapunov condition

scientific article; zbMATH DE number 7198824

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English	Well-posedness of backward stochastic partial differential equations with Lyapunov condition	scientific article; zbMATH DE number 7198824

Statements

instance of

scholarly article

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title

Well-posedness of backward stochastic partial differential equations with Lyapunov condition (English)

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11 May 2020

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full work available at URL

https://arxiv.org/abs/1910.02253

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zbMATH Keywords

BSDE

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SPDE

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locally monotone

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Lyapunov condition

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MaRDI profile type

MaRDI publication profile

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cites work

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\(L^p\) solutions of backward stochastic differential equations.

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Well-posedness of stochastic partial differential equations with Lyapunov condition

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Adapted solution of a backward stochastic differential equation

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Identifiers

zbMATH Open document ID

1437.35711

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Mathematics Subject Classification ID

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10.1515/FORUM-2019-0227

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Sitelinks

Mathematics(1 entry)

mardi Publication:2178803