Pages that link to "Item:Q3984216"
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The following pages link to Adapted solution of a backward semilinear stochastic evolution equation (Q3984216):
Displayed 30 items.
- \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) (← links)
- Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266) (← links)
- Some results on the controllability of forward stochastic heat equations with control on the drift (Q621827) (← links)
- 2D backward stochastic Navier-Stokes equations with nonlinear forcing (Q655328) (← links)
- Maximum principle for quasi-linear backward stochastic partial differential equations (Q765931) (← links)
- Approximate controllability of backward stochastic evolution equations in Hilbert spaces (Q852719) (← links)
- Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications (Q864705) (← links)
- Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity (Q877723) (← links)
- On backward stochastic evolution equations in Hilbert spaces and optimal control (Q884510) (← links)
- \(N\)-person differential games governed by semilinear stochastic evolution systems (Q1180331) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions (Q1313129) (← links)
- On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control (Q1871337) (← links)
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (Q1872298) (← links)
- Solution of forward-backward stochastic differential equations (Q1900239) (← links)
- Stability of backward stochastic differential equations (Q1915848) (← links)
- Stochastic maximum principle for SPDEs with noise and control on the boundary (Q2430966) (← links)
- On a class of forward-backward stochastic differential systems in infinite dimensions (Q2478411) (← links)
- Discretization of backward semilinear stochastic evolution equations (Q2507644) (← links)
- A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
- Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps (Q2642034) (← links)
- Representation of functionals of Ito processes and their first exit times (Q3017888) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- Some Results on Nonlinear Backward Stochastic Evolution Equations (Q3158179) (← links)
- On the approximate controllability of stochastic stokes systems (Q4261532) (← links)
- Existence, uniqueness and space regularity of the adapted solutions of a backward spde (Q4342429) (← links)
- Adapted solution of a backward stochastic nonlinear Volterra integral equation (Q4542849) (← links)
- Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications (Q5190575) (← links)
- DISSIPATIVE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONS (Q5468910) (← links)
- Stochastic maximum principle for optimal control of SPDEs (Q5891799) (← links)