Backward stochastic evolution equations in UMD Banach spaces

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.

21 pages, to appear in "Positivity and Noncommutative Analysis, Festschrift in Honour of Ben de Pagter on the Occasion of his 65th Birthday"

References in corpus (1)

• On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces