Weak solutions and optimal control for multivalued stochastic differential equations
DOI10.1007/S00030-008-7037-9zbMATH Open1174.60032OpenAlexW2134184061MaRDI QIDQ733656FDOQ733656
Publication date: 19 October 2009
Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00030-008-7037-9
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- scientific article; zbMATH DE number 991941
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60) Optimal stochastic control (93E20)
Cited In (16)
- WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
- Strong convergence rate for multivalued stochastic differential equations via stochastic theta method
- Multivalued stochastic delay differential equations and related stochastic control problems
- Weak solutions and optimal controls of stochastic fractional reaction-diffusion systems
- Weak convergence methods and singularly perturbed stochastic control and filtering problems
- Second order Hamilton-Jacobi-Bellman equations with an unbounded operator
- Well-posedness of stochastic variational inequalities with discontinuous drifts
- Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions
- Large deviations for invariant measures of multivalued stochastic differential equations
- On approximations of the Euler-Peano scheme for multivalued stochastic differential equations
- Well-posedness of Stratonovich multi-valued SDEs driven by semimartingales
- Multi-dimensional path-dependent forward-backward stochastic variational inequalities
- Stochastic variational inequalities with jumps
- Weak solutions of stochastic reaction diffusion equations and their optimal control
- Time-delayed generalized BSDEs
- Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients
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