Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications

DOI10.1016/j.jmaa.2009.02.030zbMath1211.60021MaRDI QIDQ1022975

Huijie Qiao

Publication date: 10 June 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.02.030

zbMATH Keywords

viscosity solution; yosida approximation; dissipative mappings; infinite horizon BSDEs

Mathematics Subject Classification ID

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

34F05: Ordinary differential equations and systems with randomness

35R60: PDEs with randomness, stochastic partial differential equations

35R15: PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables)