Pages that link to "Item:Q1188095"

The following pages link to A duality analysis on stochastic partial differential equations (Q1188095):

Displaying 41 items.

• Degenerate backward SPDEs in bounded domains and applications to barrier options (Q255494) (← links)
• On forward and backward SPDEs with non-local boundary conditions (Q255495) (← links)
• On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces (Q255497) (← links)
• Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations (Q255499) (← links)
• Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
• On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
• A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations (Q326804) (← links)
• \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) (← links)
• On the quasi-linear reflected backward stochastic partial differential equations (Q461705) (← links)
• Maximum principle for quasi-linear backward stochastic partial differential equations (Q765931) (← links)
• Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
• Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation (Q1567418) (← links)
• Null controllability with constraints on the state for stochastic heat equation (Q1702961) (← links)
• Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855) (← links)
• Null controllability for some systems of two backward stochastic heat equations with one control force (Q1938730) (← links)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
• The microscopic derivation and well-posedness of the stochastic Keller-Segel equation (Q2022654) (← links)
• Statistical null-controllability of stochastic nonlinear parabolic equations (Q2125630) (← links)
• Well-posedness of backward stochastic partial differential equations with Lyapunov condition (Q2178803) (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
• Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
• Stochastic nonlinear Fokker-Planck equations (Q2274375) (← links)
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) (← links)
• Maximum principle for quasi-linear reflected backward SPDEs (Q2401827) (← links)
• A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
• Representation of functionals of Ito processes and their first exit times (Q3017888) (← links)
• Duality and semi-group property for backward parabolic Itô equations (Q3077711) (← links)
• Parabolic Ito Equations with Mixed in Time Conditions (Q3506301) (← links)
• A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance (Q5065083) (← links)
• Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
• On degenerate backward SPDEs in bounded domains under non-local conditions (Q5086462) (← links)
• On backward SPDEs without proper Cauchy condition (Q5086723) (← links)
• Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
• Carleman Estimates of Some Stochastic Degenerate Parabolic Equations and Application (Q5238257) (← links)
• Unique continuation for stochastic heat equations (Q5250291) (← links)
• First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
• DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS (Q5468910) (← links)
• Parabolic Ito equations and second fundamental inequality (Q5704640) (← links)
• Controllability and Observability of Some Stochastic Complex Ginzburg--Landau Equations (Q5737640) (← links)
• Controllability and observability for some forward stochastic complex degenerate/singular Ginzburg–Landau equations (Q6102332) (← links)
• Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information (Q6146673) (← links)