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Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations [PDF]
We study a forward-backward system of stochastic differential equations in an infinite-dimensional framework and its relationships with a semilinear parabolic differential equation on a Hilbert space, in the spirit of the approach of Pardoux-Peng.
Gianmario Tessitore, Marco Fuhrman
exaly +2 more sources
Some of the next articles are maybe not open access.
Differential Games and Directional Derivatives of Viscosity Solutions of Isaacs’ Equations II
SIAM Journal on Control and Optimization, 1986P E Souganidis
exaly
Linear directional differential equations in the unit ball: solutions of bounded L-index
Mathematica Slovaca, 2019Oleh Bogdanovych Skaskiv, Andriy Bandura
exaly
Optimal design and directional leverage with applications in differential equation models
Metrika, 2011Jennifer A. Hoeting, Donald J. Estep
exaly

