scholarly journals Some existence results for advanced backward stochastic differential equations with a jump time

2017 ◽  
Vol 56 ◽  
pp. 88-110 ◽  
Author(s):  
Monique Jeanblanc ◽  
Thomas Lim ◽  
Nacira Agram
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Backward Stochastic Differential Equations ◽  
Existence Results ◽  
Jump Time

scholarly journals On optimal control of forward–backward stochastic differential equations

2017 ◽  
Vol 28 (7-8) ◽  
pp. 1075-1092
Author(s):  
F. Baghery ◽  
N. Khelfallah ◽  
B. Mezerdi ◽  
I. Turpin
Keyword(s):  
Optimal Control ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Backward Stochastic Differential Equations

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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