Time-dependent backward stochastic evolution equations

zbMath1139.60026MaRDI QIDQ2479796

Abdulrahman Al-Hussein

Publication date: 3 April 2008

Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/54259

zbMATH Keywords

backward stochastic differential equationinfinite-dimensional stochastic differential equation\(C_0\)-semigroup.time-dependent unbounded linear operator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Sufficient conditions for optimality for stochastic evolution equations ⋮ Necessary conditions for optimality for stochastic evolution equations

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