Pages that link to "Item:Q2638357"
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The following pages link to A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357):
Displaying 26 items.
- On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces (Q255497) (← links)
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- A positive solution of a \(p\)-Laplace-like equation with critical growth (Q385864) (← links)
- \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) (← links)
- 2D backward stochastic Navier-Stokes equations with nonlinear forcing (Q655328) (← links)
- Diffusion-approximation in stochastically forced kinetic equations (Q776173) (← 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)
- Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
- Analysis and optimal velocity control of a stochastic convective Cahn-Hilliard equation (Q2022577) (← links)
- Diffusion-approximation for a kinetic spray-like system with random forcing (Q2063973) (← links)
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
- Reflected backward stochastic partial differential equations in a convex domain (Q2196539) (← links)
- Diffusion-approximation for a kinetic equation with perturbed velocity redistribution process (Q2240850) (← links)
- The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth (Q2296124) (← links)
- Optimal actuator location of the minimum norm controls for stochastic heat equations (Q2311593) (← links)
- Observability inequality of backward stochastic heat equations for measurable sets and its applications (Q2807329) (← links)
- Backward parabolic Ito equations and the second fundamental inequality (Q4923232) (← links)
- A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance (Q5065083) (← links)
- Optimal Distributed Control of a Stochastic Cahn--Hilliard Equation (Q5243164) (← links)
- Optimal control of stochastic phase-field models related to tumor growth (Q5854397) (← links)
- Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815) (← links)
- Hegselmann-Krause model with environmental noise (Q6653795) (← links)
