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Backward Stochastic Evolution Equations in UMD Banach Spaces

Book Chapter (2019)
Author(s)

Qi Lü (Sichuan University)

Jan van Neerven (TU Delft - Electrical Engineering, Mathematics and Computer Science)

Research Group
Analysis
DOI related publication
https://doi.org/10.1007/978-3-030-10850-2_21 Final published version
More Info
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Publication Year
2019
Language
English
Research Group
Analysis
Bibliographical Note
Green Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.
Pages (from-to)
381-404
Publisher
Springer
ISBN (print)
978-3-030-10849-6
ISBN (electronic)
978-3-030-10850-2
Downloads counter
360
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Institutional Repository
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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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