Well-posedness of backward stochastic partial differential equations with Lyapunov condition
From MaRDI portal
Publication:2178803
DOI10.1515/forum-2019-0227zbMath1437.35711arXiv1910.02253OpenAlexW3022057012MaRDI QIDQ2178803
Publication date: 11 May 2020
Published in: Forum Mathematicum (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.02253
Navier-Stokes equations (35Q30) Existence problems for PDEs: global existence, local existence, non-existence (35A01) PDEs with randomness, stochastic partial differential equations (35R60) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02)
Related Items
Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients, Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
- BSDE and generalized Dirichlet forms: the infinite dimensional case
- Stochastic partial differential equations: an introduction
- Adapted solution of a backward stochastic differential equation
- SPDE in Hilbert space with locally monotone coefficients
- Stochastic 3D tamed Navier-Stokes equations: existence, uniqueness and small time large deviation principles
- 2D backward stochastic Navier-Stokes equations with nonlinear forcing
- Local and global well-posedness of SPDE with generalized coercivity conditions
- Maximum principle for quasi-linear backward stochastic partial differential equations
- Stochastic tamed 3D Navier-Stokes equations: existence, uniqueness and ergodicity
- Large deviations for stochastic tamed 3D Navier-Stokes equations
- Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations
- Monotone (nonlinear) operators in Hilbert space
- A duality analysis on stochastic partial differential equations
- On semi-linear degenerate backward stochastic partial differential equations
- Estimates for the ergodic measure and polynomial stability of plane stochastic curve shortening flow
- \(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space
- Stochastic generalized porous media and fast diffusion equations
- Non-linear equations of evolution
- Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
- Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\)
- \(L^p\) solutions of backward stochastic differential equations.
- Well-posedness of stochastic partial differential equations with Lyapunov condition
- Ergodicity of Stochastic Curve Shortening Flow in the Plane
- Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
- An Introduction to 3D Stochastic Fluid Dynamics
- TAMED 3D NAVIER–STOKES EQUATION: EXISTENCE, UNIQUENESS AND REGULARITY
- ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
- Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs
- Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
- Stochastic partial differential equations and filtering of diffusion processes
- Adapted solution of a backward semilinear stochastic evolution equation
- Stochastic Hamilton–Jacobi–Bellman Equations
- Stochastic Differential Utility
- The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
- On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
- An Introduction to Optimal Control of FBSDE with Incomplete Information
- Nonlinear elliptic boundary value problems
- ON A „MONOTONICITY” METHOD FOR THE SOLUTION OF NONLINEAR EQUATIONS IN BANACH SPACES