Pages that link to "Item:Q1275953"

The following pages link to Adapted solution of a degenerate backward SPDE, with applications (Q1275953):

Displaying 40 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)
• Stochastic regularization effects of semi-martingales on random functions (Q335875) (← links)
• Solvability of forward-backward stochastic partial differential equations (Q402714) (← links)
• On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
• Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity (Q877723) (← links)
• Approximate controllability for linear stochastic differential equations in infinite dimensions (Q985721) (← links)
• Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations (Q1016612) (← links)
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (Q1872298) (← links)
• Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855) (← links)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
• Stochastic Navier-Stokes equations with artificial compressibility in random durations (Q1958453) (← links)
• The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
• Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
• Approximation of backward stochastic partial differential equations by a splitting-up method (Q2208280) (← links)
• A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator (Q2245631) (← links)
• Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
• On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) (← links)
• Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
• Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (Q2447712) (← links)
• On a class of forward-backward stochastic differential systems in infinite dimensions (Q2478411) (← links)
• A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
• A High-Order Numerical Method for BSPDEs with Applications to Mathematical Finance (Q5065083) (← links)
• On degenerate backward SPDEs in bounded domains under non-local conditions (Q5086462) (← links)
• On backward SPDEs without proper Cauchy condition (Q5086723) (← links)
• Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
• Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates (Q5157002) (← links)
• First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
• Numerical approximations of coupled forward–backward SPDEs (Q5880399) (← links)
• Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise (Q6114213) (← links)
• Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications (Q6139687) (← links)
• Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)
• On path-dependent multidimensional forward-backward SDEs (Q6164086) (← links)
• A generalized finite element θ-scheme for backward stochastic partial differential equations and its error estimates (Q6186533) (← links)