Some Results on Nonlinear Backward Stochastic Evolution Equations
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Publication:3158179
DOI10.1081/SAP-200026462zbMath1061.60062MaRDI QIDQ3158179
José Real, A. M. Márquez-Durán
Publication date: 20 January 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
35R60: PDEs with randomness, stochastic partial differential equations
60H20: Stochastic integral equations
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