Article1999

Backward stochastic variational inequalities

51 citations0/0 files storedStochastics and stochastics reports

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Nonlinear Partial Differential Equations Optimization and Variational Analysis

Abstract

The aim of this paper is to show that our earlier results in [9] can be extended to Hilbert spaces. We then give examples of backward stochastic partial differential equations which can be solved with our results

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 51 citations exist upstream.

References

1999Continuous Martingales and Brownian Motion 1990Adapted solution of a backward stochastic differential equation 1998Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order 1986Semimartingales: A course on stochastic processes 1997Backwards SDE with random terminal time and applications to semilinear elliptic PDE 1999On linear, degenerate backward stochastic partial differential equations 1997Adapted solution of a degenerate backward spde, with applications 1998Backward stochastic differential equations with subdifferential operator and related variational inequalities

Cited by

2006On backward stochastic evolution equations in Hilbert spaces and optimal control

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

Imported from OpenAlex (CC0) — nothing here is generated.