We prove an existence and uniqueness result for a class of backward stochastic dierential equations (BSDE) with dissipative drift in Hilbert spaces. We also give examples of stochastic partial dierential equations which can be solved with our result.
Dissipative backward stochastic differential equations in infinite dimensions
CONFORTOLA, FULVIA
2006-01-01
Abstract
We prove an existence and uniqueness result for a class of backward stochastic dierential equations (BSDE) with dissipative drift in Hilbert spaces. We also give examples of stochastic partial dierential equations which can be solved with our result.File in questo prodotto:
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DissipativeBSDEIinfinitedimensioanl.pdf
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