Backward stochastic differential equations (BSDES) using infinite-dimensional martingales with subdifferential operator
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...
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Main Authors: | , , |
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Format: | Article |
Published: |
MDPI
2022
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Online Access: | http://eprints.um.edu.my/40880/ |
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