A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions

DOI10.1080/07362994.2023.2203733MaRDI QIDQ6131968zbMATH OpenOpenAlexFDO

Authors Hani Abidi, Abdelkarim Oualaid, Youssef Ouknine, Roger Pettersson

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

zbMATH Keywords

backward stochastic differential equationsextended martingale representation theoremHilbert spaces

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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