Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise - Centre Henri Lebesgue Accéder directement au contenu
Article Dans Une Revue Stochastic Processes and their Applications Année : 2018

Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise

Ying Hu
  • Fonction : Auteur
  • PersonId : 829971
  • IdHAL : ying-hu
Shanjian Tang
  • Fonction : Auteur
  • PersonId : 968042

Résumé

We study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and then give an existence and uniqueness result for nonlinear backward stochastic evolutionary equations. A dual argument plays a crucial role in the proof of these results. Finally, an example is given to illustrate the existence and uniqueness result.
Fichier principal
Vignette du fichier
BSVEEs.pdf (140.28 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01570868 , version 1 (01-08-2017)

Identifiants

Citer

Ying Hu, Shanjian Tang. Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise. Stochastic Processes and their Applications, 2018, 128 (11), pp.3724-3750. ⟨hal-01570868⟩
669 Consultations
97 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More