Infinite dimensional BSDE with jumps

DOI10.1081/SAP-120004114zbMATH Open1002.60057OpenAlexW2052714320MaRDI QIDQ3146473FDOQ3146473

Authors: Youssef Ouknine, M. Hassani 

Publication date: 7 January 2003

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

Full work available at URL: https://doi.org/10.1081/sap-120004114

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zbMATH Keywords

backward stochastic differential equationbackward stochastic partial differential equationPoisson random measureinfinite-dimensional stochastic differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (9)

• Some Results on Nonlinear Backward Stochastic Evolution Equations
• Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
• Non-linear time-advanced backward stochastic partial differential equations with jumps
• On solutions of backward stochastic differential equations with jumps in Hilbert space. I
• On backward stochastic evolution equations in Hilbert spaces and optimal control
• Approximate controllability of backward stochastic evolution equations in Hilbert spaces
• Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
• Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations

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