Science.Online
Publisher and Institutes
Akademie Verlag
Deutsches Institut für Urbanistik
Oldenbourg Wissenschaftsverlag
Walter de Gruyter
Schattauer
You are here: Home :: Keyword index :: att bis che :: B2E - bare-fiber spectral sensors backward stochastic partial differential equation

Items for "backward stochastic partial differential equation"

Backward stochastic partial differential equations in infinite dimensions

With respect to an arbitrary right continuous filtration, not necessary the Wiener filtration, a certain class of backward stochastic differential equations in infinite dimensions is studied...

Keywords: Martingale representation theorem, strong orthogonality, backward stochastic differential equation, backward stochastic partial differential equation

03/2006 | Random Operators and Stochastic Equations, Walter de Gruyter