Well-posedness for anticipated backward stochastic Schrödinger equations

DOI10.1080/17442508.2023.2279316MaRDI QIDQ6647797

Li Yang, Zhang Chen

Publication date: 3 December 2024

Published in: Stochastics (Search for Journal in Brave)

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) NLS equations (nonlinear Schrödinger equations) (35Q55) Stochastic processes (60G99) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45)

Cites Work

• Unnamed Item
• Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations
• Optimal control for stochastic delay evolution equations
• Adapted solution of a backward stochastic differential equation
• Anticipated backward doubly stochastic differential equations
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• A stochastic nonlinear Schrödinger equation with multiplicative noise
• The dynamics of the 3D radial NLS with the combined terms
• Well-posedness of backward stochastic partial differential equations with Lyapunov condition
• Anticipated backward stochastic differential equations
• Stochastic maximum principle for SPDEs with delay
• Backward stochastic differential equations and applications to optimal control
• Global well-posedness and scattering for the energy-critical Schrödinger equation in \(\mathbb R^{3}\)
• On well posedness for the inhomogeneous nonlinear Schrödinger equation
• On the stochastic Strichartz estimates and the stochastic nonlinear Schrödinger equation on a compact Riemannian manifold
• Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
• Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
• Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps
• Null Controllability for Forward and Backward Stochastic Parabolic Equations
• Adapted solution of a backward semilinear stochastic evolution equation
• Backward Stochastic Differential Equations in Finance
• The Stochastic Nonlinear Schrödinger Equation inH¹
• Stochastic Nonlinear Equations of Schrödinger Type
• Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields
• A logarithmic Schrödinger equation with asymptotic conditions on the potential

This page was built for publication: Well-posedness for anticipated backward stochastic Schrödinger equations