Infinite horizon backward stochastic differential equations and elliptic equations in hilbert spaces

Annals of Probability

Volumn 32, Issue 1, 2004, Pages 607-660

  Fuhrman, Marco ^a   Tessitore, Gianmario ^b  

^a POLITECNICO DI MILANO   (Italy)

^b UNIVERSITY OF PARMA   (Italy)

Author keywords

Backward stochastic differential equations; Hamilton jacobi bellman equation; Partial differential equations in infinite dimensional spaces; Stochastic optimal control in infinite horizon

Indexed keywords

EID: 2142752711     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1079021459     Document Type: Article

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