Pages that link to "Item:Q1326279"

The following pages link to Backward doubly stochastic differential equations and systems of quasilinear SPDEs (Q1326279):

Displaying 50 items.

• Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
• Backward stochastic Volterra integral equations with additive perturbations (Q1664279) (← links)
• On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
• Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459) (← links)
• \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions (Q1682122) (← links)
• The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
• Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations (Q1722321) (← links)
• Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
• Backward doubly SDEs with continuous and stochastic linear growth coefficients (Q1787199) (← links)
• Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs (Q1872289) (← links)
• A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEs (Q1876250) (← links)
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I (Q1888754) (← links)
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. (Q1888755) (← links)
• Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126) (← links)
• Reflected generalized backward doubly SDEs driven by Lévy processes and applications (Q1930524) (← links)
• Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
• A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
• A numerical scheme for backward doubly stochastic differential equations (Q1940750) (← links)
• Backward doubly stochastic differential equations with infinite time horizon. (Q1941787) (← links)
• Reflected backward doubly stochastic differential equations with discontinuous coefficients (Q1944842) (← links)
• Super-Brownian motion as the unique strong solution to an SPDE (Q1951698) (← links)
• Stochastic PDEs and infinite horizon backward doubly stochastic differential equations (Q1952890) (← links)
• Stationary backward stochastic differential equations and associated partial differential equations (Q1960925) (← links)
• An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications (Q1986110) (← links)
• Comparison theorems for anticipated backward doubly stochastic differential equations with non-Lipschitz coefficients (Q1986111) (← links)
• Quasilinear stochastic PDEs with two obstacles: probabilistic approach (Q1994906) (← links)
• Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations (Q2004608) (← links)
• Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
• The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
• Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
• \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients (Q2047243) (← links)
• Time-dynamic evaluations under non-monotone information generated by marked point processes (Q2049553) (← links)
• Two-barriers reflected backward doubly SDEs beyond right continuity (Q2101309) (← links)
• Neumann boundary problems for parabolic partial differential equations with divergence terms (Q2118854) (← links)
• Kernel learning backward SDE filter for data assimilation (Q2133767) (← links)
• Uniqueness problem for SPDEs from population models (Q2153089) (← links)
• Comparison theorems for multi-dimensional general mean-field BDSDES (Q2154862) (← links)
• An implicit numerical scheme for a class of backward doubly stochastic differential equations (Q2175322) (← links)
• Stochastic partial integral-differential equations with divergence terms (Q2184616) (← links)
• Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
• Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions (Q2209741) (← links)
• Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions (Q2228209) (← links)
• General mean-field BDSDEs with continuous coefficients (Q2235833) (← links)
• Backward doubly stochastic differential equations with a superlinear growth generator (Q2255246) (← links)
• Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients (Q2269623) (← links)
• Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
• Probabilistic approach for nonlinear partial differential equations and stochastic partial differential equations with Neumann boundary conditions (Q2314818) (← links)
• The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes (Q2320615) (← links)
• Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients (Q2322667) (← links)