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

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1214/aop/1024404508 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2038518354 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dirichlet Problem for Semilinear Second-Order Degenerate Elliptic Equations and Applications to Stochastic Exit Time Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness and the maximum principle for quasilinear elliptic equations with quadratic growth conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Constructing gamma-martingales with prescribed limit, using backwards SDE / 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: Backward doubly stochastic differential equations and systems of quasilinear SPDEs / 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: Q3997782 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On degenerate elliptic-parabolic operators of second order and their associated diffusions / rank
 
Normal rank

Latest revision as of 18:32, 27 May 2024

scientific article
Language Label Description Also known as
English
Backwards SDE with random terminal time and applications to semilinear elliptic PDE
scientific article

    Statements

    Backwards SDE with random terminal time and applications to semilinear elliptic PDE (English)
    0 references
    0 references
    0 references
    20 September 1998
    0 references
    stochastic differential equation
    0 references
    monotonicity
    0 references
    stopping time
    0 references
    Brownian motion
    0 references
    viscosity solution
    0 references
    semilinear elliptic partial differential equations
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references