Stochastic differential equations in infinite dimensions

2006 ◽  
pp. 122-125
Author(s):  
Kiyosi Ito
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Infinite Dimensions

DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS

2006 ◽  
Vol 09 (01) ◽  
pp. 155-168 ◽  
Author(s):  
FULVIA CONFORTOLA
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Hilbert Spaces ◽  
Stochastic Partial Differential Equations ◽  
Existence And Uniqueness ◽  
Backward Stochastic Differential Equations ◽  
Uniqueness Result ◽  
Infinite Dimensions ◽  
Partial Differential

We prove an existence and uniqueness result for a class of backward stochastic differential equations (BSDE) with dissipative drift in Hilbert spaces. We also give examples of stochastic partial differential equations which can be solved with our result.

scholarly journals Mini-Workshop: Stochastic Differential Equations: Regularity and Numerical Analysis in Finite and Infinite Dimensions

2018 ◽  
Vol 14 (1) ◽  
pp. 453-498
Author(s):  
Martin Hutzenthaler ◽  
Annika Lang ◽  
Lukasz Szpruch ◽  
Larisa Yaroslavtseva
Keyword(s):  
Numerical Analysis ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Infinite Dimensions
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