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Well-posedness of backward stochastic partial differential equations with Lyapunov condition - MaRDI portal

Well-posedness of backward stochastic partial differential equations with Lyapunov condition (Q2178803)

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Language	Label	Description	Also known as
English	Well-posedness of backward stochastic partial differential equations with Lyapunov condition	scientific article

Statements

scholarly article

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Well-posedness of backward stochastic partial differential equations with Lyapunov condition (English)

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Forum Mathematicum

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publication date

11 May 2020

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full work available at URL

https://arxiv.org/abs/1910.02253

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zbMATH Keywords

BSDE

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SPDE

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locally monotone

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Lyapunov condition

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MaRDI profile type

MaRDI publication profile

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Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions

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\(L^p\) solutions of backward stochastic differential equations.

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Nonlinear elliptic boundary value problems

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Non-linear equations of evolution

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Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise

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\(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space

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Stochastic Differential Utility

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Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs

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Ergodicity of Stochastic Curve Shortening Flow in the Plane

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Estimates for the ergodic measure and polynomial stability of plane stochastic curve shortening flow

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An Introduction to 3D Stochastic Fluid Dynamics

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On semi-linear degenerate backward stochastic partial differential equations

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Adapted solution of a backward semilinear stochastic evolution equation

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Well-posedness of stochastic partial differential equations with Lyapunov condition

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SPDE in Hilbert space with locally monotone coefficients

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Local and global well-posedness of SPDE with generalized coercivity conditions

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Stochastic partial differential equations: an introduction

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Monotone (nonlinear) operators in Hilbert space

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ON A „MONOTONICITY” METHOD FOR THE SOLUTION OF NONLINEAR EQUATIONS IN BANACH SPACES

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Stochastic partial differential equations and filtering of diffusion processes

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Adapted solution of a backward stochastic differential equation

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Stochastic Hamilton–Jacobi–Bellman Equations

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Maximum principle for quasi-linear backward stochastic partial differential equations

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2D backward stochastic Navier-Stokes equations with nonlinear forcing

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Stochastic generalized porous media and fast diffusion equations

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Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles

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Large deviations for stochastic tamed 3D Navier-Stokes equations

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Stochastic tamed 3D Navier-Stokes equations: existence, uniqueness and ergodicity

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TAMED 3D NAVIER–STOKES EQUATION: EXISTENCE, UNIQUENESS AND REGULARITY

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Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations

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The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations

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Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\)

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On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces

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An Introduction to Optimal Control of FBSDE with Incomplete Information

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Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information

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ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS

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A duality analysis on stochastic partial differential equations

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On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations

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BSDE and generalized Dirichlet forms: the infinite dimensional case

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Identifiers

zbMATH Open document ID

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10.1515/forum-2019-0227

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2178803

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