Some Results on Nonlinear Backward Stochastic Evolution Equations

DOI10.1081/SAP-200026462zbMath1061.60062OpenAlexW2083471627MaRDI QIDQ3158179

José Real, A. M. Márquez-Durán

Publication date: 20 January 2005

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

Full work available at URL: https://doi.org/10.1081/sap-200026462

zbMATH Keywords

backward stochastic equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic integral equations (60H20)

Related Items (3)

Numerical approximations of coupled forward–backward SPDEs ⋮ Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions ⋮ Necessary condition for optimal control of doubly stochastic systems

Cites Work

• Adapted solution of a backward stochastic differential equation
• On linear, degenerate backward stochastic partial differential equations
• On semi-linear degenerate backward stochastic partial differential equations
• On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
• Infinite dimensional BSDE with jumps
• Adapted solution of a backward semilinear stochastic evolution equation
• On the approximate controllability of stochastic stokes systems
• Existence, uniqueness and space regularity of the adapted solutions of a backward spde
• Backward stochastic variational inequalities

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