Pages that link to "Item:Q1930855"
From MaRDI portal
The following pages link to Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855):
Displayed 10 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)
- A Dynkin game under Knightian uncertainty (Q255509) (← 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)
- Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- The Forward-Backward Stochastic Heat Equation: Numerical Analysis and Simulation (Q2818259) (← links)
- First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)