Abstract
. We prove the existence of a B-continuous viscosity solution for a class of infinite dimensional semilinear partial differential equations (PDEs) using probabilistic methods. Our approach also yields a stochastic representation formula for the solution in terms of a scalar-valued backward stochastic differential equation. The uniqueness is proved under additional assumptions using a comparison theorem for viscosity solutions. Our results constitute the first nonlinear Feynman–Kac formula using the notion of B-continuous viscosity solutions and thus introduces a framework allowing for generalizations to the case of fully nonlinear PDEs.
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