Answers are grounded in this paper and cite their sources.
The existence and uniqueness of an adapted solution is proved, under very general assumptions on the coefficients, for a linear, infinite dimensional, stochastic differential equation with final time condition. Moreover the attention is focused on the regularity “in space” of this Solutions
No takes yet. Share an insight, caveat, or question.
Gianmario Tessitore (1996) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: