A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions
type: Item
instance of: scholarly article
title: A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions
DOI: 10.1080/07362994.2023.2203733
author: Hani Abidi
author: Abdelkarim Oualaid
author: Youssef Ouknine
author: Roger Pettersson
published in: Stochastic Analysis and Applications
publication date: 2024-04-18T00:00:00Z
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 60G46
zbMATH DE Number: 7834379
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: Hilbert spaces
zbMATH Keywords: extended martingale representation theorem
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1080/07362994.2023.2203733
OpenAlex ID: W4367681314
description: scientific article; zbMATH DE number 7834379