Differentiability of Backward Stochastic Differential Equations in Hilbert Spaces with Monotone Generators
โ Scribed by Philippe Briand; Fulvia Confortola
- Publisher
- Springer
- Year
- 2007
- Tongue
- English
- Weight
- 513 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0095-4616
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Existence and uniqueness is established for solutions to backward stochastic di erential equations with jumps and non-Lipschitzian coe cients in Hilbert space. The results are used to solve some special types of optimal stochastic control problems with respect to certain BSDEs with jumps in Hilbert
We study existence of invariant measures for semilinear stochastic differential equations in Hilbert spaces. We consider infinite dimensional noise that is white in time and colored in space and we assume that the nonlinearities are Lipschitz continuous. We show that if the equation is dichotomous i