Pages that link to "Item:Q3984216"
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The following pages link to Adapted solution of a backward semilinear stochastic evolution equation (Q3984216):
Displaying 45 items.
- A variational formula for controlled backward stochastic partial differential equations and some applications (Q2350396) (← links)
- Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) (← links)
- Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- Carleman estimates for stochastic parabolic equations with Neumann boundary conditions and applications (Q2405369) (← links)
- Stochastic maximum principle for SPDEs with noise and control on the boundary (Q2430966) (← links)
- On a class of forward-backward stochastic differential systems in infinite dimensions (Q2478411) (← links)
- Discretization of backward semilinear stochastic evolution equations (Q2507644) (← links)
- Sufficient conditions for optimality for stochastic evolution equations (Q2637385) (← links)
- A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
- Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps (Q2642034) (← links)
- Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (Q2796008) (← links)
- Linear stochastic degenerate Sobolev equations and applications<sup>†</sup> (Q2799293) (← links)
- Observability Inequality of Backward Stochastic Heat Equations for Measurable Sets and Its Applications (Q2807329) (← links)
- The Lebeau–Robbiano inequality for the one-dimensional fourth order elliptic operator and its application (Q2994674) (← links)
- Representation of functionals of Ito processes and their first exit times (Q3017888) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- Some Results on Nonlinear Backward Stochastic Evolution Equations (Q3158179) (← links)
- Carleman estimates for a stochastic degenerate parabolic equation and applications to null controllability and an inverse random source problem (Q3298413) (← links)
- Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)
- Stochastic Well-Posed Systems and Well-Posedness of Some Stochastic Partial Differential Equations with Boundary Control and Observation (Q3457097) (← links)
- On the approximate controllability of stochastic stokes systems (Q4261532) (← links)
- Existence, uniqueness and space regularity of the adapted solutions of a backward spde (Q4342429) (← links)
- Adapted solution of a backward stochastic nonlinear Volterra integral equation (Q4542849) (← links)
- Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893) (← links)
- Partial Approximate Controllability for Linear Stochastic Control Systems (Q4631458) (← links)
- Stochastic PDEs via convex minimization (Q4965947) (← links)
- Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
- Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (Q5097389) (← links)
- Optimal distributed and tangential boundary control for the unsteady stochastic Stokes equations (Q5126405) (← links)
- Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
- Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications (Q5190575) (← links)
- Mean Field Game Theory with a Partially Observed Major Agent (Q5298491) (← links)
- Optimal control of backward stochastic heat equation with Neumann boundary control and noise (Q5411918) (← links)
- DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS (Q5468910) (← links)
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation (Q5883143) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5891799) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5920294) (← links)
- Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise (Q6114213) (← links)
- On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
- A BSDEs approach to pathwise uniqueness for stochastic evolution equations (Q6155310) (← links)
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation (Q6166347) (← links)
- Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation (Q6177464) (← links)
- Backward stochastic evolution inclusions in UMD Banach spaces (Q6187606) (← links)