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Abdul Rahman Al-Hussein

Strong, mild and weak solutions of backward stochastic evolution equations

Keywords: Backward stochastic evolution equation, mild solution, weak solution, weak mild solution, strong solution

Four types of solutions ( mild, weak, weak mild and strong ) of the so-called backward stochastic evolution equations in infinite dimensions are proved to exist. A relationship between these solutions is established as well.

Random Operators and Stochastic Equations, Walter de Gruyter

Print ISSN: 0926-6364
Volume: 13, 06/2005
Pages: 129 - 138

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