Stochastic differential equations in infinite dimensions: solutions via Dirichlet forms

1991 ◽  
Vol 89 (3) ◽  
pp. 347-386 ◽  
Author(s):  
S. Albeverio ◽  
M. R�ckner
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Dirichlet Forms ◽  
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.

Stochastic Differential Equations in Infinite Dimensions

2011 ◽  
Author(s):  
Leszek Gawarecki ◽  
Vidyadhar Mandrekar
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Infinite Dimensions

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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