Representation of functionals of Ito processes and their first exit times (Q3017888): Difference between revisions

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-Nikolai G. Dokuchaev
@@ Property / author: Nikolai G. Dokuchaev / rank @@
-Normal rank
@@ Property / author @@
+Nikolai G. Dokuchaev
@@ Property / author: Nikolai G. Dokuchaev / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2003974174
@@ Property / OpenAlex ID: W2003974174 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+math/0606601
@@ Property / arXiv ID: math/0606601 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic heat equation with random coefficients
@@ Property / cites work: Stochastic heat equation with random coefficients / rank @@
+Normal rank
@@ Property / cites work @@
+White noise driven parabolic SPDEs with measurable drift
+Normal rank
@@ Property / cites work @@
+Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
+Normal rank
@@ Property / cites work @@
+Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Fully Nonlinear Stochastic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Boundary Value Problems for Functionals of Itô Processes
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@@ Property / cites work @@
+Parabolic Ito Equations with Nonsmooth Nonlinearity and Duality Approach
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@@ Property / cites work @@
+Duality and semi-group property for backward parabolic Itô equations
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@@ Property / cites work @@
+Existence and uniqueness results for semilinear stochastic partial differential equations
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@@ Property / cites work @@
+On semi-linear degenerate backward stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward semilinear stochastic evolution equation
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@@ Property / cites work @@
+On stochastic partial differential equations with variable coefficients in \(C^1\) domains
+Normal rank
@@ Property / cites work @@
+The boundary value problems of mathematical physics. Transl. from the Russian by Jack Lohwater
+Normal rank
@@ Property / cites work @@
+Linear and quasilinear elliptic equations
@@ Property / cites work: Linear and quasilinear elliptic equations / rank @@
+Normal rank
@@ Property / cites work @@
+On linear, degenerate backward stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with subdifferential operator and related variational inequalities
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@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5531981
@@ Property / cites work: Q5531981 / rank @@
+Normal rank
@@ Property / cites work @@
+A duality analysis on stochastic partial differential equations
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@@ links / mardi / name / links / mardi / name @@
+Publication:3017888