Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (Q1688621): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Weak solutions for SPDE's and backward doubly stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4094029 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and integral-partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Dirichlet problem for second-order elliptic integro-differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357502 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean Field Stackelberg Games: Aggregation of Delayed Instructions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5665783 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with reflection and Dynkin games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backwards SDE with random terminal time and applications to semilinear elliptic PDE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected solutions of backward SDE's, and related obstacle problems for PDE's / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected BSDE's with discontinuous barrier and application / rank
 
Normal rank
Property / cites work
 
Property / cites work: Zero-sum stochastic differential games and backward equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDEs with monotone generator and two irregular reflecting barriers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected BSDEs on filtered probability spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dirichlet forms and semilinear elliptic equations with measure data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic dynamics on a filtered probability space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic variational inequalities on random interval / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic approach to a new type of parabolic variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4029028 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with subdifferential operator and related variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations, backward SDEs, partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5635908 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probabilistic interpretation for systems of quasilinear parabolic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The smallest \(g\)-supermartingale and reflected BSDE with single and double \(L^2\) obstacles / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(\mathbb L^p\) solutions of reflected BSDEs under monotonicity condition / rank
 
Normal rank

Latest revision as of 22:15, 14 July 2024

scientific article
Language Label Description Also known as
English
Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities
scientific article

    Statements

    Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (English)
    0 references
    0 references
    0 references
    0 references
    11 January 2018
    0 references
    stochastic variational inequality
    0 references
    parabolic partial differential equation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references