Add to ORKGAbstract: In this paper we prove a stochastic representation for solutions of the evolution equatio
A class of space-time stochastic processes that arise as solutions of stochastic evolution equations...
With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett. 14 (1990) 55–61; Pardoux and Peng...
We study a new type of representation problem for optional processes with connections to singular co...
Abstract: In this paper we prove a stochastic representation for solutions of the evolution equation...
In this paper we prove a stochastic representation for solutions of the evolution equation ...
In this paper we present a method to derive explicit representations of strong solutions of forward ...
Barbu V, Röckner M. Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations...
We provide new probabilistic representations for solutions of nonlinear differential equations throu...
The solutions to a large class of non-linear parabolic PDEs are given in terms of expectations of su...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
A probabilistic representation of the solution of some quasi-linear PDE with a divergence form opera...
We establish a stochastic representation formula for solutions to fully nonlinear second-order parti...
Dans cette thèse, nous proposons une approche progressive (forward) pour la représentation probabili...
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to th...
Abstract. We consider a system of fully coupled forward-backward stochastic differential equations. ...
A class of space-time stochastic processes that arise as solutions of stochastic evolution equations...
With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett. 14 (1990) 55–61; Pardoux and Peng...
We study a new type of representation problem for optional processes with connections to singular co...
Abstract: In this paper we prove a stochastic representation for solutions of the evolution equation...
In this paper we prove a stochastic representation for solutions of the evolution equation ...
In this paper we present a method to derive explicit representations of strong solutions of forward ...
Barbu V, Röckner M. Probabilistic Representation for Solutions to Nonlinear Fokker--Planck Equations...
We provide new probabilistic representations for solutions of nonlinear differential equations throu...
The solutions to a large class of non-linear parabolic PDEs are given in terms of expectations of su...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
A probabilistic representation of the solution of some quasi-linear PDE with a divergence form opera...
We establish a stochastic representation formula for solutions to fully nonlinear second-order parti...
Dans cette thèse, nous proposons une approche progressive (forward) pour la représentation probabili...
In this thesis we study stochastic evolution equations in Banach spaces. We restrict ourselves to th...
Abstract. We consider a system of fully coupled forward-backward stochastic differential equations. ...
A class of space-time stochastic processes that arise as solutions of stochastic evolution equations...
With the pioneering work of [Pardoux and Peng, Syst. Contr. Lett. 14 (1990) 55–61; Pardoux and Peng...
We study a new type of representation problem for optional processes with connections to singular co...