Pages that link to "Item:Q5190575"

The following pages link to Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications (Q5190575):

Displaying 7 items.

• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
• On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
• Necessary conditions for optimality for stochastic evolution equations (Q2015568) (← links)
• Transposition method for backward stochastic evolution equations revisited, and its application (Q2356561) (← links)
• A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
• Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893) (← links)
• Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise (Q6114213) (← links)