Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations

Athanassios N. Yannacopoulos, Nikolaos E. Frangos, Ioannis Karatzas. Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations. SIAM J. Math. Analysis, 43(1):68-113, 2011. [doi]

Abstract

Abstract is missing.