Pages that link to "Item:Q461705"
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The following pages link to On the quasi-linear reflected backward stochastic partial differential equations (Q461705):
Displaying 11 items.
- Optimal retirement in a general market environment (Q2045148) (← links)
- Reflected backward stochastic partial differential equations in a convex domain (Q2196539) (← links)
- Controlled reflected SDEs and Neumann problem for backward SPDEs (Q2286452) (← links)
- \(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions (Q2301476) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- Maximum principle for quasi-linear reflected backward SPDEs (Q2401827) (← links)
- A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition (Q2799361) (← links)
- Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations (Q4691148) (← links)
- Pricing Options under Rough Volatility with Backward SPDEs (Q5065084) (← links)
- A Non-Markovian Liquidation Problem and Backward SPDEs with Singular Terminal Conditions (Q5252499) (← links)
- The obstacle problem for stochastic porous media equations (Q6145599) (← links)