Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications
DOI10.1016/J.JMAA.2009.02.030zbMATH Open1211.60021OpenAlexW2021563416MaRDI QIDQ1022975FDOQ1022975
Authors: 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
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Cites Work
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- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
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- Backward stochastic variational inequalities
- DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS
- Title not available (Why is that?)
- On the existence of stochastic optimal control of distributed state system
Cited In (7)
- DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS
- Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
- BSDEs on finite and infinite time horizon with discontinuous coefficients
- Infinite horizon BSDEs in infinite dimensions with continuous driver and applications
- Infinite time interval RBSDEs with non-Lipschitz coefficients
- Infinite horizon BSDEs under consistent nonlinear expectations
- Backward multivalued McKean-Vlasov SDEs and associated variational inequalities
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