A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions

DOI10.1080/07362994.2023.2203733OpenAlexW4367681314MaRDI QIDQ6131968

Roger Pettersson, Abdelkarim Oualaid, Youssef Ouknine, Hani Abidi

Publication date: 18 April 2024

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

Full work available at URL: https://doi.org/10.1080/07362994.2023.2203733

zbMATH Keywords

Hilbert spacesbackward stochastic differential equationsextended martingale representation theorem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Martingales and classical analysis (60G46)

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