Pages that link to "Item:Q3986623"
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The following pages link to Probabilistic interpretation for systems of quasilinear parabolic partial differential equations (Q3986623):
Displayed 50 items.
- A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
- Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property (Q287882) (← links)
- Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
- Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
- Probabilistic approach to viscosity solutions of the Cauchy problems for systems if fully nonlinear parabolic equations (Q357232) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839) (← links)
- Numerical solution of variational inequalities: localization with Dirichlet conditions (Q380731) (← links)
- Multidimensional BSDEs with weak monotonicity and general growth generators (Q381059) (← links)
- Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients (Q402487) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- Comparison theorems for the multidimensional BDSDEs and applications (Q442865) (← links)
- Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1) (Q450798) (← links)
- A class of backward doubly stochastic differential equations with discontinuous coefficients (Q477542) (← links)
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
- A semi-linear backward parabolic Cauchy problem with unbounded coefficients of Hamilton-Jacobi-Bellman type and applications to optimal control (Q496116) (← links)
- Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
- BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs (Q550005) (← links)
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE (Q616266) (← links)
- Stochastic viscosity solutions for SPDEs with continuous coefficients (Q638459) (← links)
- Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in \((0,1/2)\) (Q653654) (← links)
- Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations (Q681281) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients (Q717887) (← links)
- SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions (Q739898) (← links)
- Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations (Q744227) (← links)
- A new numerical method for 1-D backward stochastic differential equations without using conditional expectations (Q778246) (← links)
- Properties of minimal mathematical expectations (Q812740) (← links)
- Gradient estimates for nonlinear diffusion semigroups by coupling methods (Q829444) (← links)
- Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
- On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients (Q866594) (← links)
- On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (Q871045) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
- On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem (Q901303) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Forward-backward stochastic equations associated with systems of quasilinear parabolic equations and comparison theorems (Q906002) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220) (← links)
- A note on the doubly reflected backward stochastic differential equations driven by a Lévy process (Q962029) (← links)
- On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces (Q963654) (← links)
- Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
- Backward doubly stochastic differential equations with discontinuous coefficients (Q1012223) (← links)
- Sobolev weak solutions for parabolic PDEs and FBSDEs (Q1018123) (← links)
- Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications (Q1022975) (← links)