Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
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Publication:5162913
DOI10.1090/memo/1335zbMath1494.60002arXiv1409.5322OpenAlexW3136240625WikidataQ109912579 ScholiaQ109912579MaRDI QIDQ5162913
Publication date: 7 November 2021
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.5322
backward stochastic differential equationsanisotropic Besov spacesinterpolation.decoupling on the Wiener space
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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