Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2164282683 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q57635935 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: math/0509295 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error analysis of the optimal quantization algorithm for obstacle problems. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4855688 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4029028 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic interpretation for systems of quasilinear parabolic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized dynamic programming principle and hamilton-jacobi-bellman equation / rank
 
Normal rank

Revision as of 20:00, 25 June 2024

scientific article
Language Label Description Also known as
English
Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
scientific article

    Statements

    Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    11 June 2007
    0 references
    second-order backward stochastic differential equations
    0 references
    fully nonlinear parabolic partial differential equations
    0 references
    existence and uniqueness
    0 references
    theory of viscosity solutions
    0 references
    stochastic representation
    0 references
    Monte Carlo methods
    0 references

    Identifiers