scientific article; zbMATH DE number 5176381

zbMath1121.60067arXivmath/0510495MaRDI QIDQ5296401

Fima C. Klebaner, Kais Hamza

Publication date: 1 August 2007

Full work available at URL: https://arxiv.org/abs/math/0510495

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

first-order stochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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First Order BSPDEs in Higher Dimension for Optimal Control Problems ⋮ On a stochastic heat equation with first order fractional noises and applications to finance ⋮ Degenerate backward SPDEs in bounded domains and applications to barrier options

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