Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1499394438
@@ Property / OpenAlex ID: W1499394438 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Utility
@@ Property / cites work: Stochastic Differential Utility / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Solving forward-backward stochastic differential equations explicitly -- a four step scheme
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+On solutions of backward stochastic differential equations with jumps and applications
+Normal rank
@@ Property / cites work @@
+Anticipated backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Maximum principle for the stochastic optimal control problem with delay and application
+Normal rank
@@ Property / cites work @@
+Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach
+Normal rank
@@ Property / cites work @@
+Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Infinite dimensional BSDE with jumps
@@ Property / cites work: Infinite dimensional BSDE with jumps / rank @@
+Normal rank
@@ Property / cites work @@
+On linear, degenerate backward stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Maximum principle for semilinear stochastic evolution control systems
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward semilinear stochastic evolution equation
+Normal rank
@@ Property / cites work @@
+On backward stochastic evolution equations in Hilbert spaces and optimal control
+Normal rank
@@ Property / cites work @@
+Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields
+Normal rank
@@ Property / cites work @@
+Existence, uniqueness and space regularity of the adapted solutions of a backward spde
+Normal rank
@@ Property / cites work @@
+Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
+Normal rank
@@ Property / cites work @@
+Stochastic functional partial differential equations: existence, uniqueness and asymptotic decay property
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations and filtering of diffusion processes
+Normal rank
@@ Property / cites work @@
+Stochastic Partial Differential Equations with Levy Noise
+Normal rank
@@ Property / cites work @@
+ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
+Normal rank
@@ Property / cites work @@
+A concise course on stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3448335