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

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 the solution to such BSDEs exists and is unique. The existence uniqueness established using Yosida approximations. Furthermore, as an application main result, partial equation martingales continuous linear operator has unique under special condition Ft-progressively measurable generator F model proposed in paper equals zero.