pith. sign in

arxiv: 0704.1223 · v2 · pith:KPEEOIW5new · submitted 2007-04-10 · 🧮 math.PR

Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension

classification 🧮 math.PR
keywords bsdesboundeddifferentialellipticequationsexistenceinfinitequadratic
0
0 comments X
read the original abstract

In this paper we study one dimensional backward stochastic differential equations (BSDEs) with random terminal time not necessarily bounded or finite when the generator F(t,Y,Z) has a quadratic growth in Z. We provide existence and uniqueness of a bounded solution of such BSDEs and, in the case of infinite horizon, regular dependence on parameters. The obtained results are then applied to prove existence and uniqueness of a mild solution to elliptic partial differential equations in Hilbert spaces.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.