Results 191 to 200 of about 474 (215)

Viability property for a backward stochastic differential equation and applications to partial differential equations

Probability Theory and Related Fields, 2000
Rainer Buckdahn, Marc Quincampoix, Quincampoix Marc   +2 more
exaly  

Stochastic partial differential equation driven by stable noise

Probability Theory and Related Fields, 2002
Leonid Mytnik, Mytnik Leonid
exaly  

Stochastic difference equations and a stochastic partial differential equation for neutron transport

Journal of Difference Equations and Applications, 2012
E J Allen
exaly  

Mild solution of stochastic partial differential equation with nonlocal conditions and noncompact semigroups

Mathematica Slovaca, 2019
Pengyu Chen, Yongxiang Li
exaly  

Stochastic Partial Differential Equations

2010
Helge Holden, Bernt Øksendal, Jan Ubøe, Tusheng Zhang   +3 more
openaire   +1 more source

Partial Differential Equation Pricing of Contingent Claims under Stochastic Correlation

SIAM Journal of Scientific Computing, 2018
Duy-Minh Dang
exaly  

Existence and uniqueness results for a non linear stochastic partial differential equation

Lecture Notes in Mathematics, 1987
Vincenzo Vespri, Piermarco Cannarsa
exaly  

On the qualitative behaviour of the solution to a stochastic partial functional - differential equation arising in population dynamics

Stochastic and Stochastics Reports, 1999
Ralf Manthey
exaly  

Stochastic Partial Differential Equations

2017
Sergey V. Lototsky, Boris L. Rozovsky
openaire   +1 more source

Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information

European Journal of Control, 2017
Bin Liu
exaly