Geodesic
Time-dependent Backward Stochastic Evolution Equations
Bulletin of the Malaysian Mathematical Society, Tome 30 (2007) no. 2 Cet article a éte moissonné depuis la source Bulletin of the Malaysian Mathematical Society website

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We consider the following infinite dimensional backward stochastic evolution equation: -d Y(t) = ( A (t) Y(t) + f (t , Y(t) , Z(t) ) ) dt - Z(t) d W(t) , Y(T) = x , where A(t) , t ≥ 0 , are unbounded operators that generate a strong evolution operator U ( t , r),   0 ≤ r ≤ t ≤ T . We prove under non-Lipschitz conditions that such an equation admits a unique evolution solution. Some examples and regularity properties of this solution are given as well.
Classification : Primary 60H10, 60H15, 60H30; Secondary 47J35, 60H20 
@article{BMMS_2007_30_2_a7,
     author = {AbdulRahman Al-Hussein},
     title = {Time-dependent {Backward} {Stochastic} {Evolution
Equations}},
     journal = {Bulletin of the Malaysian Mathematical Society},
     year = {2007},
     volume = {30},
     number = {2},
     url = {http://geodesic.mathdoc.fr/item/BMMS_2007_30_2_a7/}
}
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%J Bulletin of the Malaysian Mathematical Society
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AbdulRahman Al-Hussein. Time-dependent Backward Stochastic Evolution
Equations. Bulletin of the Malaysian Mathematical Society, Tome 30 (2007) no. 2. http://geodesic.mathdoc.fr/item/BMMS_2007_30_2_a7/