L ^p theory for super-parabolic backward stochastic partial differential equations in the whole space
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Publication:434367
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Cites work
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- scientific article; zbMATH DE number 1302005 (Why is no real title available?)
- scientific article; zbMATH DE number 1009506 (Why is no real title available?)
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- A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\)
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- On semi-linear degenerate backward stochastic partial differential equations
- On the Itô--Wentzell formula for distribution-valued processes and related topics
- On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
- Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\)
- Stochastic Hamilton–Jacobi–Bellman Equations
- Stochastic evolution equations
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Cited in
(26)- Controlled ordinary differential equations with random path-dependent coefficients and stochastic path-dependent Hamilton-Jacobi equations
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps
- Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information
- Hegselmann-Krause model with environmental noise
- Maximum principle for quasi-linear backward stochastic partial differential equations
- Stochastic optimal control for backward stochastic partial differential systems
- Viscosity solutions of stochastic Hamilton-Jacobi-Bellman equations
- Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise
- A constrained control problem with degenerate coefficients and degenerate backward SPDEs with singular terminal condition
- Reflected backward stochastic partial differential equations in a convex domain
- Necessary condition for optimal control of doubly stochastic systems
- SDEs with random and irregular coefficients
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations
- On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces
- On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces
- On non-Markovian forward-backward SDEs and backward stochastic PDEs
- 2D backward stochastic Navier-Stokes equations with nonlinear forcing
- The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth
- A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\)
- Uniqueness of viscosity solutions of stochastic Hamilton-Jacobi equations
- Controlled reflected SDEs and Neumann problem for backward SPDEs
- Pricing options under rough volatility with backward SPDEs
- The microscopic derivation and well-posedness of the stochastic Keller-Segel equation
- Stochastic differential games with random coefficients and stochastic Hamilton-Jacobi-Bellman-Isaacs equations
- A non-Markovian liquidation problem and backward SPDEs with singular terminal conditions
- On the quasi-linear reflected backward stochastic partial differential equations
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