Pages that link to "Item:Q1849289"
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The following pages link to On semi-linear degenerate backward stochastic partial differential equations (Q1849289):
Displaying 50 items.
- Degenerate backward SPDEs in bounded domains and applications to barrier options (Q255494) (← links)
- On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces (Q255497) (← links)
- On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
- Solvability of forward-backward stochastic partial differential equations (Q402714) (← links)
- \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) (← links)
- On the quasi-linear reflected backward stochastic partial differential equations (Q461705) (← links)
- 2D backward stochastic Navier-Stokes equations with nonlinear forcing (Q655328) (← links)
- On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
- On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
- Maximum principle for quasi-linear backward stochastic partial differential equations (Q765931) (← links)
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
- Approximate controllability of backward stochastic evolution equations in Hilbert spaces (Q852719) (← links)
- On backward stochastic evolution equations in Hilbert spaces and optimal control (Q884510) (← links)
- Approximate controllability for linear stochastic differential equations in infinite dimensions (Q985721) (← links)
- Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations (Q1016612) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- On linear, degenerate backward stochastic partial differential equations (Q1283995) (← links)
- Backward SDEs and Cauchy problem for semilinear equations in divergence form (Q1400828) (← links)
- Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients (Q1662908) (← links)
- Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855) (← links)
- \(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space (Q1943479) (← links)
- Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
- Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations (Q1947596) (← links)
- Stochastic Navier-Stokes equations with artificial compressibility in random durations (Q1958453) (← links)
- Optimal retirement in a general market environment (Q2045148) (← links)
- Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations (Q2093689) (← links)
- Neumann problem for backward SPDEs with singular terminal conditions and application in constrained stochastic control under target zone (Q2132528) (← links)
- Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations (Q2153090) (← links)
- Well-posedness of backward stochastic partial differential equations with Lyapunov condition (Q2178803) (← links)
- Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
- Singular control of SPDEs with space-mean dynamics (Q2197196) (← links)
- Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
- Stochastic nonlinear Fokker-Planck equations (Q2274375) (← links)
- Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
- On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
- Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- On a class of forward-backward stochastic differential systems in infinite dimensions (Q2478411) (← links)
- A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
- A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition (Q2799361) (← links)
- Semimartingale backward equations with convex generator (Q2904080) (← links)
- Representation of functionals of Ito processes and their first exit times (Q3017888) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- Some Results on Nonlinear Backward Stochastic Evolution Equations (Q3158179) (← links)
- Closed-Loop Equilibrium Strategies for General Time-Inconsistent Optimal Control Problems (Q3382777) (← links)
- ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS (Q3405583) (← links)
- Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations (Q4691148) (← links)
- A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance (Q5065083) (← links)
- Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
- On degenerate backward SPDEs in bounded domains under non-local conditions (Q5086462) (← links)
