On degenerate backward SPDEs in bounded domains under non-local conditions

DOI10.1080/17442508.2018.1480024zbMath1498.60254OpenAlexW2805482930WikidataQ129729324 ScholiaQ129729324MaRDI QIDQ5086462

Nikolai G. Dokuchaev

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2018.1480024

zbMATH Keywords

portfolio selectionnon-local conditionsdegenerate SPDEsbackward SPDEsparabolic SPDEsSPDEs in domains

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Portfolio theory (91G10)

Related Items (1)

On backward SPDEs without proper Cauchy condition

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