On a class of backward doubly stochastic differential equations (Q546054): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / zbMATH DE Number @@
+5912682
@@ Property / zbMATH DE Number: 5912682 / rank @@
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@@ Property / zbMATH Keywords @@
+backward doubly stochastic differential equations
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@@ Property / zbMATH Keywords @@
+existence
@@ Property / zbMATH Keywords: existence / rank @@
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@@ Property / zbMATH Keywords @@
+uniqueness
@@ Property / zbMATH Keywords: uniqueness / rank @@
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@@ Property / zbMATH Keywords @@
+moment estimates
@@ Property / zbMATH Keywords: moment estimates / rank @@
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@@ Property / zbMATH Keywords @@
+connections with SPDEs
@@ Property / zbMATH Keywords: connections with SPDEs / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.amc.2011.03.128
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@@ Property / OpenAlex ID @@
+W2081146717
@@ Property / OpenAlex ID: W2081146717 / rank @@
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@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
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@@ Property / cites work @@
+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
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@@ Property / cites work @@
+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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@@ Property / cites work @@
+Stochastic calculus with anticipating integrands
@@ Property / cites work: Stochastic calculus with anticipating integrands / rank @@
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@@ Property / cites work @@
+A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
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@@ Property / cites work @@
+Backward doubly stochastic differential equations with non-Lipschitz coefficients
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@@ Property / cites work @@
+Backward doubly stochastic differential equations with discontinuous coefficients
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@@ Property / cites work @@
+Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
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@@ Property / cites work @@
+Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes
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@@ Property / cites work @@
+Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes
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@@ Property / cites work @@
+One barrier reflected backward doubly stochastic differential equations with continuous generator
+Normal rank
@@ Property / cites work @@
+Reflected backward doubly stochastic differential equations driven by a Lévy process
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@@ Property / cites work @@
+Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
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@@ Property / cites work @@
+Q2790517
@@ Property / cites work: Q2790517 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:546054