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arXiv · 1812.05290

Backward stochastic evolution equations in UMD Banach spaces

Qi Lü·Jan van Neerven
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Abstract

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

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Qi Lü, Jan van Neerven. 2018-12-13. Backward stochastic evolution equations in UMD Banach spaces. https://arxiv.org/abs/1812.05290

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