Representation of functionals of Ito processes and their first exit times (Q3017888): Difference between revisions

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+math/0606601
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+Stochastic heat equation with random coefficients
@@ Property / cites work: Stochastic heat equation with random coefficients / rank @@
+Normal rank
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+White noise driven parabolic SPDEs with measurable drift
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+Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
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+Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces
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+Fully Nonlinear Stochastic Partial Differential Equations
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+Boundary Value Problems for Functionals of Itô Processes
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+Parabolic Ito Equations with Nonsmooth Nonlinearity and Duality Approach
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+Duality and semi-group property for backward parabolic Itô equations
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+Existence and uniqueness results for semilinear stochastic partial differential equations
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+On semi-linear degenerate backward stochastic partial differential equations
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+Adapted solution of a backward semilinear stochastic evolution equation
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+On stochastic partial differential equations with variable coefficients in \(C^1\) domains
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+The boundary value problems of mathematical physics. Transl. from the Russian by Jack Lohwater
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+Linear and quasilinear elliptic equations
@@ Property / cites work: Linear and quasilinear elliptic equations / rank @@
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+On linear, degenerate backward stochastic partial differential equations
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+Adapted solution of a backward stochastic differential equation
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+Backward stochastic differential equations with subdifferential operator and related variational inequalities
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+Q4255599
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+Q5531981
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+A duality analysis on stochastic partial differential equations
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