一些作者近期提出并研究了一类新的带时滞的倒向随机微分方程.文章考虑一类Hilbert空间中带时滞的无穷维倒向随机发展方程,获得了其mild解的存在性和惟一性,推广了一些最新结果.
Very recently, a new class of backward stochastic differential equations were introduced, which have time delayed generator. In this paper, we consider backward stochastic evolution equations with time delayed generators in Hilbert spaces. The existence and uniqueness of mild solutions to this equations are obtained, and some known results are developed.