scientific article; zbMATH DE number 3738648
From MaRDI portal
Publication:3924932
Cited in
(30)- Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory
- On stochastic Euler equations
- General change of variable formulas for semimartingales in one and finite dimensions
- Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations
- A generalized change of variable formula for the Young integral
- SDEs with random and irregular coefficients
- Implications of Kunita-Itô-Wentzell formula for \(k\)-forms in stochastic fluid dynamics
- Stochastic closures for wave-current interaction dynamics
- Controlled reflected SDEs and Neumann problem for backward SPDEs
- The Burgers' equation with stochastic transport: shock formation, local and global existence of smooth solutions
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations
- Hypoellipticity theorems and conditional laws
- Flows of stochastic dynamical systems: The functional analytic approach
- Approximating Ito integrals of differential forms and geodesic deviation
- A generalized formula of Ito and some other properties of stochastic flows
- Martingales dépendant d'un paramètre: une formule d'Ito
- Viscosity solutions of stochastic Hamilton-Jacobi-Bellman equations
- Circulation and energy theorem preserving stochastic fluids
- Stochastic effects of waves on currents in the ocean mixed layer
- A unification of weighted and unweighted particle filters
- Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows
- Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information
- Stochastic Lagrangian perturbation of Lie transport and applications to fluids
- Maximum principle for stochastic control of SDEs with measurable drifts
- Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations
- Transport noise restores uniqueness and prevents blow-up in geometric transport equations
- Quadratic covariant and Stratonovich integral
- Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach
- Filtering with a small nonlinear term in the signal
- Stochastic Hamiltonian dynamical systems
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3924932)
