Infinite horizon BSDEs in infinite dimensions with continuous driver and applications

DOI10.1007/s00028-006-0263-xzbMath1116.60032OpenAlexW2073396789MaRDI QIDQ862255

Ying Hu, Marco Fuhrman

Publication date: 24 January 2007

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00028-006-0263-x

zbMATH Keywords

backward stochastic differential equationstochastic game with infinitely many players

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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