A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions
DOI10.1080/07362994.2023.2203733OpenAlexW4367681314MaRDI QIDQ6131968FDOQ6131968
Roger Pettersson, Abdelkarim Oualaid, Youssef Ouknine, Hani Abidi
Publication date: 18 April 2024
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2023.2203733
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46)
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