The existence and uniqueness of an adapted solution is proved, under very general assumptions on the coefficients, for a linear, infinite dimensional, stochastic differential equation with final time condition. Moreover the attention is focused on the regularity ''in space'' of this solutions
Tessitore, G. (1996). Existence, uniqueness and space regularity of the adapted solutions of a backward SPDE. STOCHASTIC ANALYSIS AND APPLICATIONS, 14(4), 461-486 [10.1080/07362999608809451].
Existence, uniqueness and space regularity of the adapted solutions of a backward SPDE
Tessitore, G.
1996
Abstract
The existence and uniqueness of an adapted solution is proved, under very general assumptions on the coefficients, for a linear, infinite dimensional, stochastic differential equation with final time condition. Moreover the attention is focused on the regularity ''in space'' of this solutions
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