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Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications
Journal article   Peer reviewed

Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications

AbdulRahman Al-Hussein
Stochastics (Abingdon, Eng. : 2005), Vol.81(6), pp.601-626
01/12/2009

Abstract

backward stochastic differential equation backward stochastic partial differential equation martingale representation theorem Primary 60H10; 60H15 Secondary 60G44; 34F05; 65M60 strong orthogonality and Galerkin's approximation method

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