4.3 Article

Strong solution of backward stochastic partial differential equations in C2 domains

Related references

Note: Only part of the references are listed.
Article Statistics & Probability

A revisit to W2n-theory of super-parabolic backward stochastic partial differential equations in Rd

Kai Du et al.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2010)

Article Automation & Control Systems

UTILITY MAXIMIZATION WITH HABIT FORMATION: DYNAMIC PROGRAMMING AND STOCHASTIC PDEs

Nikolaos Englezos et al.

SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2009)

Article Automation & Control Systems

NULL CONTROLLABILITY FOR FORWARD AND BACKWARD STOCHASTIC PARABOLIC EQUATIONS

Shanjian Tang et al.

SIAM JOURNAL ON CONTROL AND OPTIMIZATION (2009)

Article Mathematics

Semi-linear systems of backward stochastic partial differential equations in Rn

SJ Tang

CHINESE ANNALS OF MATHEMATICS SERIES B (2005)

Article Mathematics, Applied

Carleman estimates and controllability of linear stochastic heat equations

V Barbu et al.

APPLIED MATHEMATICS AND OPTIMIZATION (2003)

Article Statistics & Probability

On semi-linear degenerate backward stochastic partial differential equations

Y Hu et al.

PROBABILITY THEORY AND RELATED FIELDS (2002)