Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications

DOI10.1016/j.jmaa.2009.02.030zbMath1211.60021OpenAlexW2021563416MaRDI QIDQ1022975

Huijie Qiao

Publication date: 10 June 2009

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2009.02.030

zbMATH Keywords

viscosity solutionyosida approximationdissipative mappingsinfinite horizon BSDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) PDEs with randomness, stochastic partial differential equations (35R60) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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