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| HAL : hal-00364758, version 1 |
| DOI : 10.1007/s00245-007-0897-2 |
| Fiche détaillée |  Récupérer au format |
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| Applied Mathematics and Optimization 56, 2 (2007) 265-302 |
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| Backward stochastic differential equations in infinite dimensions with continuous driver and applications |
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| Marco Fuhrman 1Ying Hu 2 |
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| (2007) |
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| In this paper we prove the existence of a solution to backward stochastic differential equations in infinite dimensions with continuous driver under various assumptions. We apply our results to a stochastic game problem with infinitely many players. |
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| 1 : | Dipartimento di Matematica (DIPARTIMENTO DI MATEMATICA) |
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Polytechnic of Milan |
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| 2 : | Institut de Recherche Mathématique de Rennes (IRMAR) |
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CNRS : UMR6625 – Université de Rennes 1 – École normale supérieure de Cachan - ENS Cachan – Institut National des Sciences Appliquées (INSA) : - RENNES – Université de Rennes II - Haute Bretagne |
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| Domaine | : | Mathématiques/Probabilités |
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| backward stochastic differential equations – stochastic differential games |
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| hal-00364758, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00364758 | |
| oai:hal.archives-ouvertes.fr:hal-00364758 | |
| Contributeur : Maryse Collin | |
| Soumis le : Vendredi 27 Février 2009, 10:40:16 | |
| Dernière modification le : Jeudi 18 Mars 2010, 15:24:31 | |
