Backward stochastic partial differential equations in infinite dimensions

DOI10.1515/156939706776138020zbMath1119.60051OpenAlexW4230305869MaRDI QIDQ3440788

Abdulrahman Al-Hussein

Publication date: 29 May 2007

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939706776138020

zbMATH Keywords

backward stochastic differential equationbackward stochastic partial differential equationmartingale representation theorem

Mathematics Subject Classification ID

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

Related Items (3)

Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs ⋮ Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications ⋮ Representation of infinite dimensional martingales

Cites Work

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• Adapted solution of a backward stochastic differential equation
• Semimartingales: A course on stochastic processes
• Forward-backward stochastic differential equations and their applications
• On the robustness of backward stochastic differential equations.
• Backward stochastic differential equations in infinite dimensions and applications
• Stochastic Equations in Infinite Dimensions

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