Backward stochastic differential equations (BSDES) using infinite-dimensional martingales with subdifferential operator

• Main Authors: Zhang, Pei, Ibrahim, Adriana Irawati Nur, Mohamed, Nur Anisah
• Format: Article
• Published: MDPI 2022
• Subjects: QA Mathematics
• Online Access: http://eprints.um.edu.my/40880/

In this paper, we focus on a family of backward stochastic differential equations (BSDEs) with subdifferential operators that are driven by infinite-dimensional martingales. We shall show that the solution to such infinite-dimensional BSDEs exists and is unique. The existence and uniqueness of the s...