BSDE on an infinite horizon and elliptic PDEs in infinite dimension

DOI10.1007/s00030-007-6029-5zbMath1136.60038OpenAlexW2026393893MaRDI QIDQ2474201

Ying Hu, Gianmario Tessitore

Publication date: 5 March 2008

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00030-007-6029-5

zbMATH Keywords

mild solutionbackward stochastic differential equationinfinite-dimensional stochastic differential equationelliptic PDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear elliptic equations (35J60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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