DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS

DOI10.1142/S0219025706002287zbMath1088.60064MaRDI QIDQ5468910

Fulvia Confortola

Publication date: 3 May 2006

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

dissipative mappings

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items

Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity ⋮ Solvability of forward-backward stochastic partial differential equations ⋮ On a class of forward-backward stochastic differential systems in infinite dimensions ⋮ Approximate controllability for linear stochastic differential equations in infinite dimensions ⋮ Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications ⋮ Forward–backward stochastic partial differential equations with non-monotonic coefficients

Cites Work

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• Adapted solution of a backward semilinear stochastic evolution equation
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• On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
• Backward stochastic variational inequalities
• The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
• Ergodicity for Infinite Dimensional Systems
• THE KOLMOGOROV EQUATION ASSOCIATED TO THE STOCHASTIC NAVIER–STOKES EQUATIONS IN 2D
• IRREDUCIBILITY OF THE TRANSITION SEMIGROUP ASSOCIATED WITH THE STOCHASTIC OBSTACLE PROBLEM

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