On the quasi-linear reflected backward stochastic partial differential equations (Q461705): Difference between revisions

@@ Property / cites work @@
+Q4357502
@@ Property / cites work: Q4357502 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
+Normal rank
@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients
+Normal rank
@@ Property / cites work @@
+Q4084108
@@ Property / cites work: Q4084108 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with reflection and Dynkin games
+Normal rank
@@ Property / cites work @@
+Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space
+Normal rank
@@ Property / cites work @@
+\(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's
+Normal rank
@@ Property / cites work @@
+The obstacle problem for quasilinear stochastic PDEs: analytical approach
+Normal rank
@@ Property / cites work @@
+\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space
+Normal rank
@@ Property / cites work @@
+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Méthodes d'ordre dans l'interpretation de certaines inéquations variationnelles et applications. (Order methods in the interpretation of certain variational inequalities and applications.)
+Normal rank
@@ Property / cites work @@
+On semi-linear degenerate backward stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form
+Normal rank
@@ Property / cites work @@
+On the Itô--Wentzell formula for distribution-valued processes and related topics
+Normal rank
@@ Property / cites work @@
+Q5562267
@@ Property / cites work: Q5562267 / rank @@
+Normal rank
@@ Property / cites work @@
+Sobolev solution for semilinear PDE with obstacle under monotonicity condition
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with anticipating integrands
@@ Property / cites work: Stochastic calculus with anticipating integrands / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
+Normal rank
@@ Property / cites work @@
+The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles
+Normal rank
@@ Property / cites work @@
+Problems d'evolution avec contraintes unilaterales et potentiels paraboliques problems d'evolution
+Normal rank
@@ Property / cites work @@
+Q3913672
@@ Property / cites work: Q3913672 / rank @@
+Normal rank
@@ Property / cites work @@
+Parabolic Capacity and Sobolev Spaces
@@ Property / cites work: Parabolic Capacity and Sobolev Spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum principle for quasi-linear backward stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+D backward stochastic Navier-Stokes equations with nonlinear forcing
+Normal rank
@@ Property / cites work @@
+Stochastic generalized porous media and fast diffusion equations
+Normal rank
@@ Property / cites work @@
+A probabilistic interpretation of the divergence and BSDE's.
+Normal rank
@@ Property / cites work @@
+The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Existence, uniqueness and space regularity of the adapted solutions of a backward spde
+Normal rank
@@ Property / cites work @@
+Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality
+Normal rank
@@ Property / cites work @@
+A duality analysis on stochastic partial differential equations
+Normal rank