Stochastic partial differential equations with singular terminal condition (Q511132): Difference between revisions

@@ Property / author @@
-Anis Matoussi
@@ Property / author: Anis Matoussi / rank @@
-Normal rank
@@ Property / author @@
-Lambert Piozin
@@ Property / author: Lambert Piozin / rank @@
-Normal rank
@@ Property / author @@
-Alexandre Popier
@@ Property / author: Alexandre Popier / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+R60
@@ Property / Mathematics Subject Classification ID: 35R60 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+K67
@@ Property / Mathematics Subject Classification ID: 35K67 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H15
@@ Property / Mathematics Subject Classification ID: 60H15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
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@@ Property / zbMATH DE Number @@
+6684576
@@ Property / zbMATH DE Number: 6684576 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+backward doubly stochastic differential equations
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic partial differential equations
@@ Property / zbMATH Keywords: stochastic partial differential equations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+monotone condition
@@ Property / zbMATH Keywords: monotone condition / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+singular terminal data
@@ Property / zbMATH Keywords: singular terminal data / rank @@
+Normal rank
@@ Property / author @@
+Anis Matoussi
@@ Property / author: Anis Matoussi / rank @@
+Normal rank
@@ Property / author @@
+Lambert Piozin
@@ Property / author: Lambert Piozin / rank @@
+Normal rank
@@ Property / author @@
+Alexandre Popier
@@ Property / author: Alexandre Popier / rank @@
+Normal rank
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+W2130571913
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@@ Property / arXiv ID @@
+.04624
@@ Property / arXiv ID: 1505.04624 / rank @@
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@@ Property / cites work @@
+L<sup>p</sup>-SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS
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@@ Property / cites work @@
+Q5573634
@@ Property / cites work: Q5573634 / rank @@
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@@ Property / cites work @@
+Euler time discretization of backward doubly SDEs and application to semilinear SPDEs
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@@ Property / cites work @@
+Empirical Regression Method for Backward Doubly Stochastic Differential Equations
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+Weak solutions for SPDE's and backward doubly stochastic differential equations
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+Backward stochastic differential equations associated to a symmetric Markov process
+Normal rank
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+Problems paraboliques semi-lineaires avec donnees measures
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+BSDEs with polynomial growth generators
@@ Property / cites work: BSDEs with polynomial growth generators / rank @@
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+\(L^p\) solutions of backward stochastic differential equations.
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+Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
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+Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
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+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
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+A general analytical result for non-linear {SPDE}'s and applications
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+Nonlinear parabolic P.D.E. and additive functionals of superdiffusions
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+An Exact Connection between Two Solvable SDEs and a Nonlinear Utility Stochastic PDE
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+Backward Stochastic Differential Equations in Finance
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+Q2790517
@@ Property / cites work: Q2790517 / rank @@
+Normal rank
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+Stochastic partial differential equations and diffusion processes
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+Generalized solutions of a stochastic partial differential equation
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+Q5562267
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+A probabilistic approach to the trace at the boundary for solutions of a semilinear parabolic partial differential equation
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+A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations
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+Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
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+Q4831624
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+Initial trace of positive solutions of some nonlinear parabolic equations
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+Numerical computation for backward doubly SDEs with random terminal time
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+Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
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+Q4842684
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+Q3746599
@@ Property / cites work: Q3746599 / rank @@
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@@ Property / cites work @@
+Q4263364
@@ Property / cites work: Q4263364 / rank @@
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@@ Property / cites work @@
+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
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@@ Property / cites work @@
+Backward stochastic differential equations with singular terminal condition
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@@ Property / cites work @@
+A concise course on stochastic partial differential equations
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+Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
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+A probabilistic interpretation of the divergence and BSDE's.
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+Q3796267
@@ Property / cites work: Q3796267 / rank @@
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+Q3747436
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+Q3874718
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@@ links / mardi / name / links / mardi / name @@
+Publication:511132