Add to ORKGInternational audienceWe study the well solvability of nonlinear backward stochastic evolutionary equations driven by a space-time white noise. We first establish a novel a priori estimate for solution of linear backward stochastic evolutionary equations, and then give an existence and uniqueness result for nonlinear backward stochastic evolutionary equations. A dual argument plays a crucial role in the proof of these results. Finally, an example is given to illustrate the existence and uniqueness result
This thesis studies problems in risk-averse decision making with uncertain outcomes. In particular, ...
International audienceIn this paper, we give existence and uniqueness results for backward stochasti...
In this paper a new result on the existence and uniqueness of the adapted solution to a backward sto...
International audienceWe study the well solvability of nonlinear backward stochastic evolutionary eq...
A class of space-time stochastic processes that arise as solutions of stochastic evolution equations...
Barbu V, Röckner M. Backward uniqueness of stochastic parabolic like equations driven by Gaussian mu...
AbstractExistence and uniqueness theorems are proved for a general class of stochastic linear abstra...
In this paper, we first investigate the well-posedness of a backward stochastic differential equatio...
This paper proposes an alternative theory to the Ito calculus due to Balakrishnan: the white noise t...
SIGLEAvailable from British Library Document Supply Centre- DSC:DXN060552 / BLDSC - British Library ...
In 2013, Lu and Ren considered anticipated backward stochastic differential equations driven by fini...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H whe...
Solutions of semilinear elliptic differential equations in infinite-dimensional spaces are obtained ...
Kardar-Parisi-Zhang (KPZ) equation is a quasilinear stochastic partial differential equation(SPDE) d...
This thesis studies problems in risk-averse decision making with uncertain outcomes. In particular, ...
International audienceIn this paper, we give existence and uniqueness results for backward stochasti...
In this paper a new result on the existence and uniqueness of the adapted solution to a backward sto...
International audienceWe study the well solvability of nonlinear backward stochastic evolutionary eq...
A class of space-time stochastic processes that arise as solutions of stochastic evolution equations...
Barbu V, Röckner M. Backward uniqueness of stochastic parabolic like equations driven by Gaussian mu...
AbstractExistence and uniqueness theorems are proved for a general class of stochastic linear abstra...
In this paper, we first investigate the well-posedness of a backward stochastic differential equatio...
This paper proposes an alternative theory to the Ito calculus due to Balakrishnan: the white noise t...
SIGLEAvailable from British Library Document Supply Centre- DSC:DXN060552 / BLDSC - British Library ...
In 2013, Lu and Ren considered anticipated backward stochastic differential equations driven by fini...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H whe...
Solutions of semilinear elliptic differential equations in infinite-dimensional spaces are obtained ...
Kardar-Parisi-Zhang (KPZ) equation is a quasilinear stochastic partial differential equation(SPDE) d...
This thesis studies problems in risk-averse decision making with uncertain outcomes. In particular, ...
International audienceIn this paper, we give existence and uniqueness results for backward stochasti...
In this paper a new result on the existence and uniqueness of the adapted solution to a backward sto...