Some Results on Nonlinear Backward Stochastic Evolution Equations

Abstract

In this paper, we present some results concerning existence and uniqueness of solutions for a rather general class of nonlinear backward stochastic partial differential equations. These results are illustrated with two examples.

Key Words:

• Backward stochastic equations
• Stochastic partial differential equations
• Cylindrical Wiener process

Mathematics Subject Classification:

• 60H15
• 35R60
• 60H20

Acknowledgment

This work has been partially supported by D.G.I.C.Y.T. (Spain), Proyecto BFM2002-03068.