Transportation cost inequality for backward stochastic differential equations

2019 ◽  
Vol 155 ◽  
pp. 108586
Author(s):  
Khaled Bahlali ◽  
Brahim Boufoussi ◽  
Soufiane Mouchtabih
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Transportation Cost ◽  
Backward Stochastic Differential Equations ◽  
Transportation Cost Inequality

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.

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