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

@article{Zhang2022BackwardSD, title={Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential Operator}, author={Peiguo Zhang and A. I. N. Ibrahim and Nur Anisah Mohamed}, journal={Axioms}, year={2022}, volume={11}, pages={536} }

In this paper, we focus on a family of backward stochastic differential equations (BSDEs) with subdifferential operators that are driven by infinite-dimensional martingales. We shall show that the solution to such infinite-dimensional BSDEs exists and is unique. The existence and uniqueness of the solution are established using Yosida approximations. Furthermore, as an application of the main result, we shall show that the backward stochastic partial differential equation driven by infinite…

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