P@K
Probability at King's
18/02/2019

S4.36

Backward stochastic evolution equations in UMD Banach spaces

Jan van Neerven (Delft)

Extending results of Pardoux and Peng and Hu and Peng, we prove well-posedness results for backward stochastic evolution equations in UMD Banach spaces. This is joint work with Qi Lü.