The existence and uniqueness of the solution for nonlinear Kolmogorov equations (Q713330): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4344073 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4263364 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4746091 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second-Order Hamilton–Jacobi Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4279406 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3977387 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4313775 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Solvable Stochastic Control Problems With Delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Generalized dynamic programming principle and hamilton-jacobi-bellman equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semilinear Kolmogorov equations and applications to stochastic optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control problems for stochastic delay evolution equations in Banach spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3254057 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3707054 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalized Haussmann's formula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Anticipating Hilbert integrals with respect to a cylindrical Wiener process and associated stochastic calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodicity for Infinite Dimensional Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4032143 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set-valued analysis / rank
 
Normal rank

Revision as of 19:10, 5 July 2024

scientific article
Language Label Description Also known as
English
The existence and uniqueness of the solution for nonlinear Kolmogorov equations
scientific article

    Statements

    The existence and uniqueness of the solution for nonlinear Kolmogorov equations (English)
    0 references
    0 references
    0 references
    26 October 2012
    0 references
    Kolmogorov equations
    0 references
    stochastic delay evolution equations
    0 references
    backward stochastic differential equations
    0 references
    Malliavin calculus
    0 references
    optimal control
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers