On degenerate backward SPDEs in bounded domains under non-local conditions (Q5086462): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 12:24, 4 December 2024

scientific article; zbMATH DE number 7553401

Language	Label	Description	Also known as
English	On degenerate backward SPDEs in bounded domains under non-local conditions	scientific article; zbMATH DE number 7553401

Statements

scholarly article

0 references

On degenerate backward SPDEs in bounded domains under non-local conditions (English)

0 references

0 references

publication date

5 July 2022

0 references

zbMATH Keywords

parabolic SPDEs

0 references

backward SPDEs

0 references

degenerate SPDEs

0 references

SPDEs in domains

0 references

non-local conditions

0 references

portfolio selection

0 references

Nikolai G. Dokuchaev

0 references

MaRDI profile type

0 references

full work available at URL

https://doi.org/10.1080/17442508.2018.1480024

0 references

Stochastic heat equation with random coefficients

0 references

White noise driven parabolic SPDEs with measurable drift

0 references

A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING

0 references

A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS

0 references

Approximation for diffusion in random fields

0 references

Almost sure approximation of Wong-Zakai type for stochastic partial differential equations

0 references

Exponentially stable stationary solutions for stochastic evolution equations and their perturba\-tion

0 references

On processes of ornstein-uhlenbeck type in hilbert space

0 references

0 references

Existence, uniqueness and invariant measures for stochastic semilinear equations on Hilbert spaces

0 references

Fully Nonlinear Stochastic Partial Differential Equations

0 references

Boundary Value Problems for Functionals of Itô Processes

0 references

Estimates for distances between first exit times via parabolic equations in unbounded cylinders

0 references

Parabolic Ito equations and second fundamental inequality

0 references

Estimates for first exit times of non-Markovian Itô processes

0 references

Parabolic Ito Equations with Mixed in Time Conditions

0 references

Duality and semi-group property for backward parabolic Itô equations

0 references

Representation of functionals of Ito processes and their first exit times

0 references

Backward parabolic Ito equations and the second fundamental inequality

0 references

Degenerate backward SPDEs in bounded domains and applications to barrier options

0 references

On forward and backward SPDEs with non-local boundary conditions

0 references

First Order BSPDEs in Higher Dimension for Optimal Control Problems

0 references

Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains

0 references

Invariant manifolds for stochastic partial differential equations.

0 references

Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions

0 references

Random periodic solutions of SPDEs via integral equations and Wiener-Sobolev compact embedding

0 references

Existence and uniqueness results for semilinear stochastic partial differential equations

0 references

On semi-linear degenerate backward stochastic partial differential equations

0 references

PERIODICITY AND SHARKOVSKY'S THEOREM FOR RANDOM DYNAMICAL SYSTEMS

0 references

0 references

SPDEs in \(L_q(\mskip-2mu(0,\tau], L_p)\) spaces

0 references

0 references

The boundary value problems of mathematical physics. Transl. from the Russian by Jack Lohwater

0 references

REPRESENTATION OF PATHWISE STATIONARY SOLUTIONS OF STOCHASTIC BURGERS' EQUATIONS

0 references

Adapted solution of a degenerate backward SPDE, with applications

0 references

On linear, degenerate backward stochastic partial differential equations

0 references

0 references

Ergodicity of 2D Navier-Stokes equations with random forcing and large viscosity

0 references

The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations

0 references

0 references

0 references

On limit periodicity of discrete time stochastic processes

0 references

0 references

A multiplicative ergodic theorem with applications to a first order stochastic hyperbolic equation in a bounded domain

0 references

0 references

0 references

0 references

A duality analysis on stochastic partial differential equations

0 references

0 references

Identifiers

zbMATH Open document ID

0 references

10.1080/17442508.2018.1480024

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5086462

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5086462&oldid=38019595"