Backward stochastic differential equations in infinite dimensions and applications

zbMath1087.60044MaRDI QIDQ2583830

Abdulrahman Al-Hussein

Publication date: 18 January 2006

Published in: Arab Journal of Mathematical Sciences (Search for Journal in Brave)

zbMATH Keywords

viscosity solutionbackward stochastic differential equation\(Q\)-Wiener processsemilinear parabolic partial differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (2)

Backward stochastic partial differential equations in infinite dimensions ⋮ Strong, mild and weak solutions of backward stochastic evolution equations

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