Pages that link to "Item:Q271887"
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The following pages link to Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise (Q271887):
Displayed 3 items.
- Stochastic maximum principle for optimal liquidation with control-dependent terminal time (Q2674442) (← links)
- Determination of the solution of a stochastic parabolic equation by the terminal value (Q5081807) (← links)
- Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise (Q6114213) (← links)