Backward stochastic differential equations in infinite dimensions with continuous driver and applications

DOI10.1007/S00245-007-0897-2MaRDI QIDQ2471705zbMATH OpenOpenAlexFDO

Authors Marco Fuhrman, Ying Hu

Publication date 18 February 2008

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

Full work available at URL http://hdl.handle.net/2434/661815

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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