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

被引：0

作者：

Philippe Briand

Fulvia Confortola

机构：

[1] Université Rennes 1,IRMAR

[2] Politecnico di Milano,Dipartimento di Matematica

来源：

Applied Mathematics and Optimization | 2008年 / 57卷

关键词：

Monotone operators; Backward stochastic differential equations; Kolmogorov equations;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov equation and to stochastic optimal control.

引用

页码：149 / 176

页数：27

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