Backward stochastic evolution equations in UMD Banach spaces
Functional Analysis
2018-12-14 v1
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.
Cite
@article{arxiv.1812.05290,
title = {Backward stochastic evolution equations in UMD Banach spaces},
author = {Qi Lü and Jan van Neerven},
journal= {arXiv preprint arXiv:1812.05290},
year = {2018}
}
Comments
21 pages, to appear in "Positivity and Noncommutative Analysis, Festschrift in Honour of Ben de Pagter on the Occasion of his 65th Birthday"