Existence, uniqueness and space regularity of the adapted solutions of a backward spde

DOI10.1080/07362999608809451zbMath0876.60044OpenAlexW2063403490MaRDI QIDQ4342429

Gianmario Tessitore

Publication date: 3 July 1997

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

Full work available at URL: https://doi.org/10.1080/07362999608809451

zbMATH Keywords

mild solutionsYosida approximationstochastic backward equations

Mathematics Subject Classification ID

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

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Cites Work

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• Adapted solution of a backward stochastic differential equation
• Semigroups of linear operators and applications to partial differential equations
• Backward stochastic differential equations and applications to optimal control
• Un'applicazione della teoria degli integrali singolari allo studio delle equazioni differenziali lineari astratte del primo ordine
• A General Stochastic Maximum Principle for Optimal Control Problems
• Maximum principle for semilinear stochastic evolution control systems
• Adapted solution of a backward semilinear stochastic evolution equation
• Stochastic Hamilton–Jacobi–Bellman Equations
• A Generalized dynamic programming principle and hamilton-jacobi-bellman equation

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