On backward stochastic differential equations in infinite dimensions

DOI10.3934/DCDSS.2013.6.803zbMath1271.60078OpenAlexW2316596193MaRDI QIDQ1942808

Jan A. Van Casteren

Publication date: 14 March 2013

Published in: Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdss.2013.6.803

zbMATH Keywords

Markov processesbackward stochastic differential equationsviscosity solutions

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stochastic integral equations (60H20) Schrödinger and Feynman-Kac semigroups (47D08)

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