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 doubly stochastic differential equations with polynomial growth coefficients (Q255492) (← links)
• A first order semi-discrete algorithm for backward doubly stochastic differential equations (Q256815) (← links)
• Layer methods for stochastic Navier-Stokes equations using simplest characteristics (Q268290) (← links)
• Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property (Q287882) (← links)
• Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
• Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
• Euler time discretization of backward doubly SDEs and application to semilinear SPDEs (Q338206) (← links)
• Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process (Q352763) (← links)
• On the pathwise uniqueness of stochastic partial differential equations with non-Lipschitz coefficients (Q380216) (← links)
• Mean-field backward doubly stochastic differential equations and related SPDEs (Q384455) (← links)
• Dimensional reduction in nonlinear filtering: a homogenization approach (Q389065) (← links)
• Backward stochastic differential equations with rough drivers (Q439882) (← links)
• Comparison theorems for the multidimensional BDSDEs and applications (Q442865) (← links)
• Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (Q450798) (← links)
• One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients (Q451172) (← links)
• Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
• On optimal control problem for backward stochastic doubly systems (Q469981) (← links)
• A class of backward doubly stochastic differential equations with discontinuous coefficients (Q477542) (← links)
• Filtering for non-Markovian SDEs involving nonlinear SPDEs and backward parabolic equations (Q480995) (← links)
• Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem (Q485441) (← links)
• Stochastic partial differential equations with singular terminal condition (Q511132) (← links)
• Reflected solutions of generalized anticipated backward double stochastic differential equations (Q515477) (← links)
• On a class of backward doubly stochastic differential equations (Q546054) (← links)
• Backward doubly stochastic differential equations with weak assumptions on the coefficients (Q548009) (← links)
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs (Q550005) (← links)
• A generalized existence theorem of backward doubly stochastic differential equations (Q606303) (← links)
• Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE (Q616266) (← links)
• A (rough) pathwise approach to a class of non-linear stochastic partial differential equations (Q631661) (← links)
• Stochastic viscosity solutions for SPDEs with continuous coefficients (Q638459) (← links)
• Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in \((0,1/2)\) (Q653654) (← links)
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients (Q734712) (← links)
• SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions (Q739898) (← links)
• Representation theorems for SPDEs via backward doubly SDEs (Q743036) (← links)
• Probabilistic approach for semi-linear stochastic fractal equations (Q744228) (← links)
• Wong-Zakai approximations of backward doubly stochastic differential equations (Q744969) (← links)
• Existence of optimal controls for systems of controlled forward-backward doubly SDEs (Q778249) (← links)
• The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
• Nonzero-sum differential game of backward doubly stochastic systems with delay and applications (Q829009) (← links)
• Near-relaxed control problem of fully coupled forward-backward doubly system (Q902283) (← links)
• Anticipated backward doubly stochastic differential equations (Q902476) (← links)
• Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems (Q906002) (← links)
• The obstacle problem for quasilinear stochastic PDE's (Q984447) (← links)
• Backward doubly stochastic differential equations with discontinuous coefficients (Q1012223) (← links)
• Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (Q1023327) (← links)
• Solutions to general forward-backward doubly stochastic differential equations (Q1030383) (← links)
• One barrier reflected backward doubly stochastic differential equations with continuous generator (Q1032855) (← links)
• Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
• Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224) (← links)
• On solutions of backward stochastic differential equations with jumps and applications (Q1382509) (← links)
• A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)