Infinite horizon BSDEs in infinite dimensions with continuous driver and applications

DOI10.1007/S00028-006-0263-XzbMATH Open1116.60032OpenAlexW2073396789MaRDI QIDQ862255FDOQ862255

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

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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)

Cited In (12)

• Title not available (Why is that?)
• Backward stochastic differential equations in infinite dimensions with continuous driver and applications
• A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates
• Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications
• A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations
• Infinite horizon backward stochastic Volterra integral equations and discounted control problems
• On a class of forward-backward stochastic differential systems in infinite dimensions
• Stochastic optimal control problem with infinite horizon driven by G-Brownian motion
• Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates
• BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition
• Infinite time interval RBSDEs with non-Lipschitz coefficients
• Ergodic BSDEs driven by G-Brownian motion and applications

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