Backward problems for stochastic differential equations on the Sierpinski gasket

DOI10.1016/j.spa.2017.11.002zbMath1401.28014arXiv1612.01297OpenAlexW2962857019MaRDI QIDQ1615895

Xuan Liu, Zhongmin Qian

Publication date: 31 October 2018

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.01297

zbMATH Keywords

backward stochastic differential equationsSierpinski gasketsemi-linear parabolic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Fractals (28A80)

Related Items

A Stochastic Pontryagin Maximum Principle on the Sierpinski Gasket ⋮ Non-linear operators of divergence form on the Sierpinski gasket ⋮ On the viscous Burgers equation on metric graphs and fractals ⋮ Parabolic type equations associated with the Dirichlet form on the sierpinski gasket

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