Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224): Difference between revisions

@@ Property / author @@
-Richard W. R. Darling
@@ Property / author: Richard W. R. Darling / rank @@
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@@ Property / author @@
+Richard W. R. Darling
@@ Property / author: Richard W. R. Darling / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1214/aop/1024404508
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@@ Property / OpenAlex ID @@
+W2038518354
@@ Property / OpenAlex ID: W2038518354 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems
+Normal rank
@@ Property / cites work @@
+Uniqueness and the maximum principle for quasilinear elliptic equations with quadratic growth conditions
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
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@@ Property / cites work @@
+Constructing gamma-martingales with prescribed limit, using backwards SDE
+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 @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
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@@ Property / cites work @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
+Normal rank
@@ Property / cites work @@
+On degenerate elliptic-parabolic operators of second order and their associated diffusions
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@@ links / mardi / name / links / mardi / name @@
+Publication:1370224