AbstractThis work is concerned with an optimal control approach to stochastic nonlinear parabolic diffusion equations with monotonically increasing nonlinearity. This approach leads to sharper existence and uniqueness results under minimal growth conditions on nonlinear diffusion coefficients
We consider backward stochastic differential equations with convex constraints on the gains (or inte...
AbstractWe study a Linear–Quadratic Regulation (LQR) problem with Lévy processes and establish the c...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
We give a duality theorem for the stochastic optimal control problem with a convex cost function an...
AbstractThe existence and uniqueness of solutions of the Cauchy problem to a stochastic parabolic in...
summary:The Cauchy problem for a stochastic partial differential equation with a spatial correlated ...
The verification theorem serving as an optimality condition for the optimal control problem, has bee...
We prove the existence and uniqueness of strong solutions for linear stochastic differential equatio...
The main aim of this paper is to study stochastic PDE's with delay terms. In fact, we prove existenc...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully l...
AbstractFor stochastic differential equations with jumps, we prove that W1H transportation inequalit...
We obtain conditions which guarantee the existence of a decomposition of a solution of the quasiline...
AbstractIn this paper we consider the existence and uniqueness of weak energy solutions to a stochas...
We consider backward stochastic differential equations with convex constraints on the gains (or inte...
AbstractWe study a Linear–Quadratic Regulation (LQR) problem with Lévy processes and establish the c...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
We give a duality theorem for the stochastic optimal control problem with a convex cost function an...
AbstractThe existence and uniqueness of solutions of the Cauchy problem to a stochastic parabolic in...
summary:The Cauchy problem for a stochastic partial differential equation with a spatial correlated ...
The verification theorem serving as an optimality condition for the optimal control problem, has bee...
We prove the existence and uniqueness of strong solutions for linear stochastic differential equatio...
The main aim of this paper is to study stochastic PDE's with delay terms. In fact, we prove existenc...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
For the stochastic partial differential equation $\frac{\partial u}{\partial t}=\mathcal L u +u\dot...
The asymptotic analysis of a class of stochastic partial differential equations (SPDEs) with fully l...
AbstractFor stochastic differential equations with jumps, we prove that W1H transportation inequalit...
We obtain conditions which guarantee the existence of a decomposition of a solution of the quasiline...
AbstractIn this paper we consider the existence and uniqueness of weak energy solutions to a stochas...
We consider backward stochastic differential equations with convex constraints on the gains (or inte...
AbstractWe study a Linear–Quadratic Regulation (LQR) problem with Lévy processes and establish the c...
This paper is a continuation of (Bernoulli 20 (2014) 2169-2216) where we prove a characterization of...
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