The existence and uniqueness of the solution for nonlinear Kolmogorov equations |
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| Authors: | Jianjun Zhou Bin Liu |
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| Institution: | 1. College of Science, Northwest Agriculture and Forestry University, Yangling 712100, Shaanxi, PR China;2. School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan 430074, Hubei, PR China |
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| Abstract: | By means of backward stochastic differential equations, the existence and uniqueness of the mild solution are obtained for the nonlinear Kolmogorov equations associated with stochastic delay evolution equations. Applications to optimal control are also given. |
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