Backward Stochastic Evolution Equations in UMD Banach Spaces

Book chapter (2019)

Authors

Qi Lü Sichuan University
J.M.A.M. van Neerven Analysis - EEMCS
Research Group
Analysis (EEMCS) (TU Delft)
Copyright: © 2019 Qi Lü, J.M.A.M. van Neerven
DOI: https://doi.org/10.1007/978-3-030-10850-2_21
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Published Date

2019

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Analysis

Abstract

Extending results of Pardoux–Peng and Hu–Peng, we prove well-posedness results for backward stochastic evolution equations in UMD Banach spaces.

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