Pages that link to "Item:Q1930855"
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The following pages link to Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855):
Displaying 26 items.
- Degenerate backward SPDEs in bounded domains and applications to barrier options (Q255494) (← links)
- On forward and backward SPDEs with non-local boundary conditions (Q255495) (← links)
- On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces (Q255497) (← links)
- A Dynkin game under Knightian uncertainty (Q255509) (← links)
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
- Discretization of a distributed optimal control problem with a stochastic parabolic equation driven by multiplicative noise (Q831252) (← links)
- Forward and backward mean-field stochastic partial differential equation and optimal control (Q2002171) (← links)
- Optimal retirement in a general market environment (Q2045148) (← links)
- Approximation of backward stochastic partial differential equations by a splitting-up method (Q2208280) (← links)
- Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
- Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
- The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth (Q2296124) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems (Q2696209) (← links)
- The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation (Q2818259) (← links)
- Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation (Q4999547) (← links)
- Determination of the solution of a stochastic parabolic equation by the terminal value (Q5081807) (← links)
- On degenerate backward SPDEs in bounded domains under non-local conditions (Q5086462) (← links)
- On backward SPDEs without proper Cauchy condition (Q5086723) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
- Numerical approximations of coupled forward–backward SPDEs (Q5880399) (← links)
- Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise (Q6114213) (← links)
- Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information (Q6146673) (← links)
- A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← links)