Backward stochastic differential equations in infinite dimensions and applications
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Publication:2583830
zbMath1087.60044MaRDI QIDQ2583830
Publication date: 18 January 2006
Published in: Arab Journal of Mathematical Sciences (Search for Journal in Brave)
viscosity solution; backward stochastic differential equation; \(Q\)-Wiener process; semilinear parabolic partial differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
35K55: Nonlinear parabolic equations
60H30: Applications of stochastic analysis (to PDEs, etc.)
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