Pages that link to "Item:Q3986623"
From MaRDI portal
The following pages link to Probabilistic interpretation for systems of quasilinear parabolic partial differential equations (Q3986623):
Displayed 50 items.
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
- Comparison theorems for the multidimensional BDSDEs and applications (Q442865) (← links)
- BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs (Q550005) (← links)
- Strong approximations of BSDEs in a domain (Q605887) (← links)
- Existence and uniqueness of bounded weak solutions of a semilinear parabolic PDE (Q616266) (← links)
- Stochastic viscosity solutions for SPDEs with continuous coefficients (Q638459) (← links)
- Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in \((0,1/2)\) (Q653654) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients (Q717887) (← links)
- Properties of minimal mathematical expectations (Q812740) (← links)
- Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
- RBSDE's with jumps and the related obstacle problems for integral-partial differential equa\-tions (Q862702) (← links)
- On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients (Q866594) (← links)
- On the existence, uniqueness, stability and the properties of large deviations of solutions of backward stochastic differential equations with random terminal time. Application to singular perturbation problems. (Q871045) (← links)
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← links)
- Generalized BSDE driven by a Lévy process (Q937479) (← links)
- Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220) (← links)
- A note on the doubly reflected backward stochastic differential equations driven by a Lévy process (Q962029) (← links)
- On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces (Q963654) (← links)
- Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
- Backward doubly stochastic differential equations with discontinuous coefficients (Q1012223) (← links)
- Sobolev weak solutions for parabolic PDEs and FBSDEs (Q1018123) (← links)
- Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications (Q1022975) (← links)
- Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (Q1023327) (← links)
- Solutions to general forward-backward doubly stochastic differential equations (Q1030383) (← links)
- Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs (Q1266271) (← links)
- Infinite horizon boundary value problems and applications (Q1300099) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions (Q1313129) (← links)
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs (Q1326279) (← links)
- On the application of minimum principle for solving partially observable risk-sensitive control problems (Q1351406) (← links)
- Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224) (← links)
- On solutions of backward stochastic differential equations with jumps and applications (Q1382509) (← links)
- A note on probabilistic interpretation for quasilinear mixed boundary problems (Q1389950) (← links)
- A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
- On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-Lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations (Q1580627) (← links)
- Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
- Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems (Q1614409) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
- Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226) (← links)
- Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
- Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. (Q1879864) (← links)
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients (Q1899270) (← links)
- Solution of forward-backward stochastic differential equations (Q1900239) (← links)
- Brownian motion and the formation of singularities in the heat flow for harmonic maps (Q1916689) (← links)
- \(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations (Q1957154) (← links)
- Valuation of futures options with initial margin requirements and daily price limit (Q2269620) (← links)