Strong, mild and weak solutions of backward stochastic evolution equations

DOI10.1515/156939705323383841zbMath1119.60042OpenAlexW2091473751MaRDI QIDQ3440814

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/10.1515/156939705323383841

zbMATH Keywords

strong solutionweak mild solutionbackward stochastic evolution equationmild solution, weak solution

Mathematics Subject Classification ID

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

Related Items (9)

Exact controllability for stochastic Schrödinger equations ⋮ Optimal distributed and tangential boundary control for the unsteady stochastic Stokes equations ⋮ Partial Approximate Controllability for Linear Stochastic Control Systems ⋮ A stochastic maximum principle for control problems constrained by the stochastic Navier-Stokes equations ⋮ Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates ⋮ Identification of a time-dependent control parameter for a stochastic diffusion equation ⋮ Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications ⋮ Linear stochastic degenerate Sobolev equations and applications^† ⋮ -Insensitizing controls for the linear stochastic Korteweg-de Vries equation

Cites Work

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• Semigroups of linear operators and applications to partial differential equations
• *-solutions of evolution equations in Hilbert space
• Semimartingales: A course on stochastic processes
• Backward stochastic differential equations in infinite dimensions and applications
• Stochastic Hamilton–Jacobi–Bellman Equations
• Stochastic Equations in Infinite Dimensions

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