Backward stochastic partial differential equations with quadratic growth (Q2252481)

scientific article

Language	Label	Description	Also known as
English	Backward stochastic partial differential equations with quadratic growth	scientific article

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instance of

scholarly article

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title

Backward stochastic partial differential equations with quadratic growth (English)

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Journal of Mathematical Analysis and Applications

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publication date

17 July 2014

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full work available at URL

https://arxiv.org/abs/1207.5286

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zbMATH Keywords

backward stochastic partial differential equations

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quadratic growth

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change of variables

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weak solution

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MaRDI profile type

MaRDI publication profile

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cites work

Carleman estimates and controllability of linear stochastic heat equations

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Existence results for some quasilinear parabolic equations

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Quadratic BSDEs with convex generators and unbounded terminal conditions

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On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions

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Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains

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\(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space

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Semi-linear degenerate backward stochastic partial differential equations and associated forward-backward stochastic differential equations

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Stochastic Differential Utility

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Backward Stochastic Differential Equations in Finance

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Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs

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Q4399897

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Elliptic partial differential equations of second order

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Utility maximization in incomplete markets

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On semi-linear degenerate backward stochastic partial differential equations

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Backward stochastic differential equations and partial differential equations with quadratic growth.

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ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

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Q4531961

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Adapted solution of a degenerate backward SPDE, with applications

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On linear, degenerate backward stochastic partial differential equations

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Backward Stochastic PDE and Imperfect Hedging

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Adapted solution of a backward stochastic differential equation

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Stochastic Hamilton–Jacobi–Bellman Equations

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Maximum principle for quasi-linear backward stochastic partial differential equations

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Q3997285

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The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations

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General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations

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Existence, uniqueness and space regularity of the adapted solutions of a backward spde

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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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Identifiers

zbMATH Open document ID

1294.60088

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DOI

10.1016/j.jmaa.2014.04.050

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2252481