Title
On backward stochastic differential equations in infinite dimensions On backward stochastic differential equations in infinite dimensions
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
Subject
Mathematics
Source (journal)
Discrete and continuous dynamical systems : series S
Volume/pages
6(2013) :3 , p. 803-824
ISSN
1937-1632
ISI
000331201700016
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
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.
E-info
https://repository.uantwerpen.be/docman/iruaauth/183b47/f25d5cbb738.pdf
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