Infinite horizon BSDEs in infinite dimensions with continuous driver and applications

DOI10.1007/S00028-006-0263-XMaRDI QIDQ862255zbMATH OpenOpenAlexFDO

Authors Ying Hu, Marco Fuhrman

Publication date 24 January 2007

Published in Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00028-006-0263-x

zbMATH Keywords

backward stochastic differential equationstochastic game with infinitely many players

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(12)

• Stochastic optimal control problem with infinite horizon driven by \(G\)-Brownian motion
• scientific article; zbMATH DE number 1563401 (Why is no real title available?)
• Backward stochastic differential equations in infinite dimensions with continuous driver and applications
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• Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications
• A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations
• Ergodic BSDEs driven by \(G\)-Brownian motion and applications
• On a class of forward-backward stochastic differential systems in infinite dimensions
• Infinite horizon backward stochastic Volterra integral equations and discounted control problems
• BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition
• Infinite time interval RBSDEs with non-Lipschitz coefficients
• Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates

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