The following pages link to Adrian Zalinescu (Q389002):
Displaying 15 items.
- Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs (Q389003) (← links)
- (Q435043) (redirect page) (← links)
- Second order Hamilton-Jacobi-Bellman equations with an unbounded operator (Q435044) (← links)
- Viscosity solutions for systems of parabolic variational inequalities (Q605043) (← links)
- Weak solutions and optimal control for multivalued stochastic differential equations (Q733656) (← links)
- Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (Q1635597) (← links)
- Second order Hamilton-Jacobi-Bellman inequalities (Q1852823) (← links)
- A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
- Stochastic variational inequalities with jumps (Q2434502) (← links)
- Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay (Q2515877) (← links)
- Backward Stochastic Variational Inequalities with Locally Bounded Generators (Q2806664) (← links)
- Hamilton-Jacobi-Bellman Equations Associated to Symmetric Stable Processes (Q2999423) (← links)
- (Q5493546) (← links)
- Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317) (← links)
- Time-delayed generalized BSDEs (Q6123263) (← links)
