Pages that link to "Item:Q1057570"

The following pages link to Parabolic equations and Itô's stochastic equations with coefficients discontinuous in the time variable (Q1057570):

Displaying 10 items.

• Backward stochastic differential equations with singular terminal condition (Q860713) (← links)
• On the Poisson equation and diffusion approximation. III (Q1781177) (← links)
• On the Poisson equation and diffusion approximation. I (Q1872216) (← links)
• A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
• A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: the one-dimensional case (Q2295035) (← links)
• Backward stochastic differential equations with random stopping time and singular final condition (Q2370097) (← links)
• Optimal Cross Hedging of Insurance Derivatives (Q3518300) (← links)
• On Bellman's equations for mean and variance control of a Markov diffusion (Q3585322) (← links)
• Existence and uniqueness theorems for solutions of McKean–Vlasov stochastic equations (Q5003656) (← links)
• On Pathwise Uniqueness of Solutions for Multidimensional McKean--Vlasov Equation (Q5163528) (← links)