Pages that link to "Item:Q1283995"

The following pages link to On linear, degenerate backward stochastic partial differential equations (Q1283995):

Displaying 39 items.

• Degenerate backward SPDEs in bounded domains and applications to barrier options (Q255494) (← links)
• On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces (Q255497) (← links)
• On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces (Q272959) (← links)
• Solvability of forward-backward stochastic partial differential equations (Q402714) (← links)
• On non-Markovian forward-backward SDEs and backward stochastic PDEs (Q713213) (← links)
• On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
• Time-inconsistent stochastic optimal control problems: a backward stochastic partial differential equations approach (Q828998) (← links)
• Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity (Q877723) (← links)
• On backward stochastic evolution equations in Hilbert spaces and optimal control (Q884510) (← links)
• Approximate controllability for linear stochastic differential equations in infinite dimensions (Q985721) (← links)
• Existence and uniqueness of solutions to the backward 2D stochastic Navier-Stokes equations (Q1016612) (← links)
• Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains (Q1930855) (← links)
• Stochastic optimal control for backward stochastic partial differential systems (Q1947337) (← links)
• Stochastic Navier-Stokes equations with artificial compressibility in random durations (Q1958453) (← links)
• Optimal position targeting via decoupling fields (Q2192736) (← links)
• Singular control of SPDEs with space-mean dynamics (Q2197196) (← links)
• Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
• Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
• Pathwise Taylor expansions for random fields on multiple dimensional paths (Q2348304) (← links)
• On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) (← links)
• Time-inconsistent optimal control problem with random coefficients and stochastic equilibrium HJB equation (Q2356565) (← links)
• Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
• Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation (Q2447712) (← links)
• On a class of forward-backward stochastic differential systems in infinite dimensions (Q2478411) (← links)
• A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
• Representation of functionals of Ito processes and their first exit times (Q3017888) (← links)
• Some Results on Nonlinear Backward Stochastic Evolution Equations (Q3158179) (← links)
• Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)
• Backward stochastic variational inequalities (Q4719381) (← links)
• On degenerate backward SPDEs in bounded domains under non-local conditions (Q5086462) (← links)
• First Order BSPDEs in Higher Dimension for Optimal Control Problems (Q5347542) (← links)
• A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING (Q5739185) (← links)
• SPDEs with space interactions and application to population modelling (Q6102336) (← links)
• Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise (Q6114213) (← links)
• Forward-backward stochastic differential equations: initiation, development and beyond (Q6164084) (← links)
• On path-dependent multidimensional forward-backward SDEs (Q6164086) (← links)
• Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems (Q6540838) (← links)
• Singular backward stochastic Volterra integral equations in infinite dimensional spaces (Q6601839) (← links)