BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces

Stochastic Processes and their Applications

Volumn 118, Issue 5, 2008, Pages 818-838

  Briand, Philippe ^a   Confortola, Fulvia ^b  

^a UNIVERSITÉ DE RENNES 1   (France)

^b UNIVERSITY OF MILANO BICOCCA   (Italy)

Author keywords

Backward stochastic differential equations; BMO martingales; Kolmogorov equations

Indexed keywords

HILBERT SPACES; NONLINEAR EQUATIONS; PARAMETER ESTIMATION; PROBLEM SOLVING; RANDOM PROCESSES; STOCHASTIC MODELS;

BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS; BMO MARTINGALES; KOLMOGOROV EQUATIONS;

DIFFERENTIAL EQUATIONS;

EID: 40949091013     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2007.06.006     Document Type: Article

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