Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process (Q352763): Difference between revisions

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English	Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process	scientific article

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title

Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process (English)

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African Diaspora Journal of Mathematics

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publication date

5 July 2013

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full work available at URL

https://arxiv.org/abs/1011.3060

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https://projecteuclid.org/euclid.adjm/1351864730

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zbMATH Keywords

backward doubly stochastic differential equation

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subdifferential operator

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Lévy process

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Teugels martingale

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multivalued stochastic partial differential-integral equation

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MaRDI profile type

MaRDI publication profile

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cites work

Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs

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Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient

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Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient

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Weak solutions for SPDE's and backward doubly stochastic differential equations

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Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

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MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS

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Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs

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Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.

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Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I

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User’s guide to viscosity solutions of second order partial differential equations

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Equations différentielles stochastiques rétrogrades réfléchies dans un convexe

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Q3995203

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Penalization methods for reflecting stochastic differential equations with jumps

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Stochastic PDEs driven by nonlinear noise and backward doubly SDEs

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Backward Stochastic Differential Equations with Jumps involving a subdifferential operator

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Probabilistic interpretation for integral-partial differential equations with subdifferential operator

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Chaotic and predictable representations for Lévy processes.

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Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance

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Q2790473

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Reflected backward stochastic differential equations with jumps

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Adapted solution of a backward stochastic differential equation

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Backward doubly stochastic differential equations and systems of quasilinear SPDEs

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Backward stochastic differential equations with subdifferential operator and related variational inequalities

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REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS

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Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes

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Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps

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Stationary solutions of SPDEs and infinite horizon BDSDEs

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Identifiers

zbMATH Open document ID

1271.60066

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:352763

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3060
@@ Property / arXiv ID: 1011.3060 / rank @@
+Normal rank
@@ Property / cites work @@
+Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient
+Normal rank
@@ Property / cites work @@
+Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient
+Normal rank
@@ Property / cites work @@
+Weak solutions for SPDE's and backward doubly stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
+Normal rank
@@ Property / cites work @@
+MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II.
+Normal rank
@@ Property / cites work @@
+Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
+Normal rank
@@ Property / cites work @@
+Q3995203
@@ Property / cites work: Q3995203 / rank @@
+Normal rank
@@ Property / cites work @@
+Penalization methods for reflecting stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations with Jumps involving a subdifferential operator
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for integral-partial differential equations with subdifferential operator
+Normal rank
@@ Property / cites work @@
+Chaotic and predictable representations for Lévy processes.
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and Feynman-Kac formula for Lévy processes, with applications in finance
+Normal rank
@@ Property / cites work @@
+Q2790473
@@ Property / cites work: Q2790473 / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with subdifferential operator and related variational inequalities
+Normal rank
@@ Property / cites work @@
+REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS
+Normal rank
@@ Property / cites work @@
+Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank
@@ Property / cites work @@
+Stationary solutions of SPDEs and infinite horizon BDSDEs
+Normal rank