Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3106308087 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: math/0603428 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3929443 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3935745 / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(L^p\) solutions of backward stochastic differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stationary backward stochastic differential equations and associated partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357499 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regular solutions of second-order stationary Hamilton-Jacobi equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4379369 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4263364 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4029028 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic interpretation for systems of quasilinear parabolic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized dynamic programming principle and hamilton-jacobi-bellman equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3836497 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:30, 28 June 2024

scientific article
Language Label Description Also known as
English
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators
scientific article

    Statements

    Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (English)
    0 references
    0 references
    0 references
    22 September 2008
    0 references
    monotone operators
    0 references
    backward stochastic differential equations
    0 references
    Kolmogorov equations
    0 references

    Identifiers