On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
From MaRDI portal
Publication:272959
DOI10.1214/14-AOP976zbMath1336.60125arXiv1304.5687OpenAlexW1547917734MaRDI QIDQ272959
Publication date: 21 April 2016
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1304.5687
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Related Items (12)
Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations ⋮ SDEs with random and irregular coefficients ⋮ Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations ⋮ Well-posedness of backward stochastic partial differential equations with Lyapunov condition ⋮ Stochastic Hölder continuity of random fields governed by a system of stochastic PDEs ⋮ Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations ⋮ Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates ⋮ Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations ⋮ Controlled reflected SDEs and Neumann problem for backward SPDEs ⋮ $L^p$-theory of forward-backward stochastic differential equations ⋮ Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations ⋮ On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces
Cites Work
- Unnamed Item
- Unnamed Item
- \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space
- Adapted solution of a backward stochastic differential equation
- 2D backward stochastic Navier-Stokes equations with nonlinear forcing
- Maximum principle for quasi-linear backward stochastic partial differential equations
- A duality analysis on stochastic partial differential equations
- Adapted solution of a degenerate backward SPDE, with applications
- On linear, degenerate backward stochastic partial differential equations
- Elliptic partial differential equations of second order
- On semi-linear degenerate backward stochastic partial differential equations
- On the Cauchy problem for parabolic SPDEs in Hölder classes.
- Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains
- \(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space
- Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\)
- A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\)
- Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
- Adapted solution of a backward semilinear stochastic evolution equation
- Stochastic Hamilton–Jacobi–Bellman Equations
- Théorie probabiliste du contrôle des diffusions
- Linear Quadratic Optimal Stochastic Control with Random Coefficients
- An Introductory Approach to Duality in Optimal Stochastic Control
- The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations
- On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
- Backward Stochastic Differential Equations in Finance
- Backward parabolic Ito equations and the second fundamental inequality
- Stochastic Equations in Infinite Dimensions
This page was built for publication: On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
