Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential Operator

Pei Zhang, Adriana Irawati Nur Ibrahim, Nur Anisah Mohamed. Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential Operator. Axioms, 11(10):536, 2022. [doi]

@article{ZhangIM22,
  title = {Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential Operator},
  author = {Pei Zhang and Adriana Irawati Nur Ibrahim and Nur Anisah Mohamed},
  year = {2022},
  doi = {10.3390/axioms11100536},
  url = {https://doi.org/10.3390/axioms11100536},
  researchr = {https://researchr.org/publication/ZhangIM22},
  cites = {0},
  citedby = {0},
  journal = {Axioms},
  volume = {11},
  number = {10},
  pages = {536},
}