DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS (Q5468910): Difference between revisions

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+IRREDUCIBILITY OF THE TRANSITION SEMIGROUP ASSOCIATED WITH THE STOCHASTIC OBSTACLE PROBLEM
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+THE KOLMOGOROV EQUATION ASSOCIATED TO THE STOCHASTIC NAVIER–STOKES EQUATIONS IN 2D
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+Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
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+Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs
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+Ergodicity for Infinite Dimensional Systems
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+Smoothing properties of nonlinear stochastic equations in Hilbert spaces
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+The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
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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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+Stochastic partial differential equations and filtering of diffusion processes
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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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+Backward stochastic variational inequalities
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+Stochastic Hamilton–Jacobi–Bellman Equations
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+A duality analysis on stochastic partial differential equations
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+On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
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