Infinite dimensional BSDE with jumps

DOI10.1081/SAP-120004114zbMath1002.60057OpenAlexW2052714320MaRDI QIDQ3146473

Youssef Ouknine, Mohammed Hassani

Publication date: 7 January 2003

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

Full work available at URL: https://doi.org/10.1081/sap-120004114

zbMATH Keywords

backward stochastic differential equationinfinite-dimensional stochastic differential equationPoisson random measurebackward stochastic partial differential equation

Mathematics Subject Classification ID

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

Related Items (7)

Some Results on Nonlinear Backward Stochastic Evolution Equations ⋮ Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps ⋮ Approximate controllability of backward stochastic evolution equations in Hilbert spaces ⋮ On backward stochastic evolution equations in Hilbert spaces and optimal control ⋮ Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations ⋮ Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps ⋮ Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient

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