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Backward stochastic evolution equations in UMD Banach spaces

Published 13 Dec 2018 in math.FA | (1812.05290v1)

Abstract: Extending results of Pardoux and Peng and Hu and Peng, we prove well-posedness results for backward stochastic evolution equations in UMD Banach spaces.

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Authors (2)

  1. Qi Lü 
  2. Jan van Neerven 

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