๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Differentiability of Backward Stochastic Differential Equations in Hilbert Spaces with Monotone Generators

โœ 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.


๐Ÿ“œ SIMILAR VOLUMES


On solutions of backward stochastic diff
โœ Rong Situ ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 141 KB

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

Invariant measures for dichotomous stoch
โœ Onno Van Gaans; Sjoerd Verduyn Lunel ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 80 KB

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