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Title
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On backward stochastic differential equations in infinite dimensions
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Author
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Abstract
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| In the present paper we present a result in which probabilistic methods are used to prove existence and uniqueness of a backward partial differential equation in a Hilbert space. This equation is of the form (7) in Theorem 1.1 below. In particular semi-linear conditions on the coefficient f are imposed. |
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Language
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English
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Source (journal)
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Discrete and continuous dynamical systems : series S
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Publication
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2013
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DOI
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10.3934/DCDSS.2013.6.803
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Volume/pages
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6
:3
(2013)
, p. 803-824
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ISI
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000331201700016
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Full text (Publisher's DOI)
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Full text (publisher's version - intranet only)
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