Stochastic Itô-Volterra Backward Equations in Banach Spaces

DOI10.1142/9789811209796_0002zbMATH Open1454.60086OpenAlexW3018259618MaRDI QIDQ5137308

Mahdi Azimi, Wilfried Grecksch

Publication date: 2 December 2020

Published in: Infinite Dimensional and Finite Dimensional Stochastic Equations and Applications in Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811209796_0002

zbMATH Keywords

maximum principleBanach spacefixed point theoremoptimal control problemforward equationscylindrical Wiener processstochastic Itô-Volterra backward equations

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45)

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