Backward Stochastic Evolution Equations in UMD Banach Spaces

DOI10.1007/978-3-030-10850-2_21zbMath1445.60041arXiv1812.05290OpenAlexW2980642136MaRDI QIDQ5110409

Qi Lu, J. M. A. M. van Neerven

Publication date: 19 May 2020

Published in: Trends in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.05290

zbMATH Keywords

Brownian filtrationbackward stochastic evolution equationsstochastic integration in UMD Banach spaces\( \gamma \)-boundedness\( \gamma \)-radonifying operators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods in Banach space theory (46B09)

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