Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples (Q2042031): Difference between revisions

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English	Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples	scientific article

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instance of

scholarly article

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title

Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples (English)

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Journal of Theoretical Probability

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publication date

26 July 2021

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full work available at URL

https://arxiv.org/abs/1704.03650

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zbMATH Keywords

martingale problem

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pseudo-PDE

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Markov process

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backward stochastic differential equation

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decoupled mild solution

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MaRDI profile type

MaRDI publication profile

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cites work

Bounds for the fundamental solution of a parabolic equation

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Analysis and Geometry of Markov Diffusion Operators

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Backward stochastic differential equations associated to a symmetric Markov process

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Backward stochastic differential equations and integral-partial differential equations

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Q4357502

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Conjugate convex functions in optimal stochastic control

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Stochastic Equations in Infinite Dimensions

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Rough paths and 1d SDE with a time dependent distributional drift: application to polymers

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Q3025997

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Hitchhiker's guide to the fractional Sobolev spaces

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Markov Processes and Related Problems of Analysis

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Backward Stochastic Differential Equations in Finance

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Q3721531

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Multidimensional stochastic differential equations with distributional drift

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Some SDEs with distributional drift. I: General calculus

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Q5467644

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Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control

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Dirichlet forms and symmetric Markov processes

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A symbolic calculus for pseudo differential operators generating Feller semigroups

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Q2778802

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Forward-backward SDEs with distributional coefficients

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Q2772170

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Q3149351

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Q5462966

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Calcul stochastique et problèmes de martingales

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Q4778955

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Riemannian geometry and geometric analysis

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Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations

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Backward stochastic dynamics on a filtered probability space

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Seminaire de probabilités X. Universite de Strasbourg. Edite par P. A. Meyer

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Adapted solution of a backward stochastic differential equation

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Q4029028

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Stochastic differential equations, backward SDEs, partial differential equations

0 references

Probabilistic interpretation for systems of quasilinear parabolic partial differential equations

0 references

Opérateurs dissipatifs et semi-groupes dans les espaces de fonctions continues

0 references

Some parabolic PDEs whose drift is an irregular random noise in space

0 references

Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time

0 references

Diffusion processes associated with L�vy generators

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Identifiers

zbMATH Open document ID

1484.60060

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Mathematics Subject Classification ID

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10.1007/S10959-021-01092-7

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Sitelinks

Mathematics(1 entry)

mardi Publication:2042031

@@ Property / DOI @@
-.1007/s10959-021-01092-7
@@ Property / DOI: 10.1007/s10959-021-01092-7 / rank @@
-Normal rank
@@ Property / cites work @@
+Bounds for the fundamental solution of a parabolic equation
+Normal rank
@@ Property / cites work @@
+Analysis and Geometry of Markov Diffusion Operators
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations associated to a symmetric Markov process
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+Q4357502
@@ Property / cites work: Q4357502 / rank @@
+Normal rank
@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Rough paths and 1d SDE with a time dependent distributional drift: application to polymers
+Normal rank
@@ Property / cites work @@
+Q3025997
@@ Property / cites work: Q3025997 / rank @@
+Normal rank
@@ Property / cites work @@
+Hitchhiker's guide to the fractional Sobolev spaces
+Normal rank
@@ Property / cites work @@
+Markov Processes and Related Problems of Analysis
@@ Property / cites work: Markov Processes and Related Problems of Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional stochastic differential equations with distributional drift
+Normal rank
@@ Property / cites work @@
+Some SDEs with distributional drift. I: General calculus
+Normal rank
@@ Property / cites work @@
+Q5467644
@@ Property / cites work: Q5467644 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Dirichlet forms and symmetric Markov processes
@@ Property / cites work: Dirichlet forms and symmetric Markov processes / rank @@
+Normal rank
@@ Property / cites work @@
+A symbolic calculus for pseudo differential operators generating Feller semigroups
+Normal rank
@@ Property / cites work @@
+Q2778802
@@ Property / cites work: Q2778802 / rank @@
+Normal rank
@@ Property / cites work @@
+Forward-backward SDEs with distributional coefficients
+Normal rank
@@ Property / cites work @@
+Q2772170
@@ Property / cites work: Q2772170 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3149351
@@ Property / cites work: Q3149351 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5462966
@@ Property / cites work: Q5462966 / rank @@
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Riemannian geometry and geometric analysis
@@ Property / cites work: Riemannian geometry and geometric analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations
+Normal rank
@@ Property / cites work @@
+Backward stochastic dynamics on a filtered probability space
+Normal rank
@@ Property / cites work @@
+Seminaire de probabilités X. Universite de Strasbourg. Edite par P. A. Meyer
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations, backward SDEs, partial differential equations
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
+Normal rank
@@ Property / cites work @@
+Opérateurs dissipatifs et semi-groupes dans les espaces de fonctions continues
+Normal rank
@@ Property / cites work @@
+Some parabolic PDEs whose drift is an irregular random noise in space
+Normal rank
@@ Property / cites work @@
+Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time
+Normal rank
@@ Property / cites work @@
+Diffusion processes associated with L�vy generators
+Normal rank
@@ Property / DOI @@
+.1007/S10959-021-01092-7
@@ Property / DOI: 10.1007/S10959-021-01092-7 / rank @@
+Normal rank