On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
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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
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