Backward stochastic evolution inclusions in UMD Banach spaces

DOI10.1142/s0219025723500133zbMath1528.60058arXiv2204.13389OpenAlexW4385350720MaRDI QIDQ6187606

El Hassan Es-Saky, Mohammed Hassani, C. E. Rhazlane

Publication date: 15 January 2024

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

Full work available at URL: https://arxiv.org/abs/2204.13389

zbMATH Keywords

backward stochastic differential equations\(\gamma\)-radonifying operatorsbackward stochastic evolution equationsstochastic integration in UMD Banach spacesbackward stochastic evolution inclusions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) One-parameter semigroups and linear evolution equations (47D06) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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