Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.

DOI10.1214/aop/1079021459zbMath1046.60061OpenAlexW2019054284MaRDI QIDQ1879864

Gianmario Tessitore, Marco Fuhrman

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1079021459

zbMATH Keywords

stochastic controlpartial differential equationbackward stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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