Pages that link to "Item:Q4111940"
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The following pages link to On degenerate elliptic-parabolic operators of second order and their associated diffusions (Q4111940):
Displaying 50 items.
- Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality (Q282076) (← links)
- Numerical computation for backward doubly SDEs with random terminal time (Q308407) (← links)
- The transition from ergodic to explosive behavior in a family of stochastic differential equations (Q424484) (← links)
- The stochastic solution to a Cauchy problem for degenerate parabolic equations (Q517967) (← links)
- Uniqueness of solutions to degenerate elliptic problems with unbounded coefficients (Q732532) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Construction of branching diffusion processes and their optimal stochastic control (Q755484) (← links)
- The Poisson kernel for certain degenerate elliptic operators (Q761635) (← links)
- On singular perturbations in variational inequalities (Q787091) (← links)
- Stochastic methods for Dirichlet problems (Q812077) (← links)
- On the hierarchical optimal control of a chain of distributed systems (Q900841) (← links)
- Higher-order degenerate elliptic equations: spaces, operators, boundary- value problems (Q1110727) (← links)
- On a degenerate variational inequality with Neumann boundary conditions (Q1148545) (← links)
- Dual processes and their application to infinite interacting systems (Q1152173) (← links)
- On the first boundary value problems for some degenerate second order elliptic differential equations (Q1153496) (← links)
- The Malliavin calculus, a functional analytic approach (Q1159403) (← links)
- Le problème de temps d'arret optimal déterministe et l'inéquation variationnelle du premier ordre associee (Q1164843) (← links)
- Stochastic calculus and degenerate boundary value problems (Q1203379) (← links)
- Maximum principles and classical solutions for degenerate parabolic equations (Q1250561) (← links)
- Some global properties of symmetric diffusion processes (Q1253848) (← links)
- The principal eigenvalue and maximum principle for second order elliptic operators on Riemannian manifolds (Q1353679) (← links)
- Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224) (← links)
- Nonuniqueness for the kinetic Fokker-Planck equation with inelastic boundary conditions (Q1710973) (← links)
- Optimal control of diffusion processes pertaining to an opioid epidemic dynamical model with random perturbations (Q1741535) (← links)
- On the Poisson equation and diffusion approximation. III (Q1781177) (← links)
- On the second order derivative estimates for degenerate parabolic equations (Q1784839) (← links)
- Backward stochastic differential equations with subdifferential operator and related variational inequalities (Q1805783) (← links)
- Smoothness of harmonic functions for processes with jumps. (Q1877390) (← links)
- A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero (Q2137755) (← links)
- Uniqueness for degenerate parabolic equations in weighted \(L^1\) spaces (Q2144228) (← links)
- Spectral analysis of hypoelliptic Višik-Ventcel' boundary value problems (Q2175140) (← links)
- Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
- Integral conditions for uniqueness of solutions to degenerate parabolic equations (Q2323838) (← links)
- Large deviation principle for dynamical systems coupled with diffusion-transmutation processes (Q2328112) (← links)
- On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function (Q2354887) (← links)
- A note on the strong maximum principle (Q2355432) (← links)
- A strong maximum principle for globally hypoelliptic operators (Q2422583) (← links)
- The quasiderivative method for derivative estimates of solutions to degenerate elliptic equations (Q2447702) (← links)
- Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation (Q2485791) (← links)
- Maximum principle and propagation for intrinsicly regular solutions of differential inequalities structured on vector fields (Q2506431) (← links)
- Probabilistic methods in partial differential equations (Q2555971) (← links)
- Initial-boundary value problems for conservative Kimura-type equations: solvability, asymptotic and conservation law (Q2688437) (← links)
- Stochastic Perron’s method and verification without smoothness using viscosity comparison: The linear case (Q2845880) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- On the Asymptotic Estimates for Exit Probabilities and Minimum Exit Rates of Diffusion Processes Pertaining to a Chain of Distributed Control Systems (Q2942278) (← links)
- Stochastic Operators and Semigroups and Their Applications in Physics and Biology (Q2945459) (← links)
- On some systems of real or complex vector fields and their related Laplacians (Q2975213) (← links)
- Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application (Q3203611) (← links)
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness (Q3203612) (← links)
- The Cauchy Problem for Degenerate Parabolic Equations with Discontinuous Drift (Q3215667) (← links)
