Pathwise stochastic control and a class of stochastic partial differential equations

被引：0

作者：

Bhauryal, Neeraj ^{[1
]}

Cruzeiro, Ana Bela ^{[2
]}

Oliveira, Carlos ^{[3
,4
]}

机构：

[1] Grupo de Física Matemática Univ. de Lisboa, Portugal

[2] GFMUL and Dep. de Matemática, Instituto Superior Técnico, Lisboa, Portugal

[3] Dep. of Industrial Economics and Technology Management, NTNU, Norway

[4] ISEG - School of Economics and Management, Uni. de Lisboa, Research in Economics and Mathematics, CEMAPRE, Portugal

来源：

arXiv | 2023年

关键词：

Compendex;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Stochastic systems

引用

共 50 条

[41] Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps
Roxana Dumitrescu
Bernt Øksendal
Agnès Sulem
Journal of Optimization Theory and Applications, 2018, 176 : 559 - 584
[42] STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS IN CONTROL OF STRUCTURES
BALAKRISHNAN, AV
LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1992, 176 : 12 - 21
[43] Nonparametric Inference for a Class of Stochastic Partial Differential Equations II
B. L. S. Prakasa Rao
Statistical Inference for Stochastic Processes, 2001, 4 (1) : 41 - 52
[44] ON A GENERAL-CLASS OF STOCHASTIC PARTIAL-DIFFERENTIAL EQUATIONS
BENSOUSSAN, A
STOCHASTIC HYDROLOGY AND HYDRAULICS, 1987, 1 (04): : 297 - 302
[45] Variational solutions for a class of fractional stochastic partial differential equations
Nualart, D
Vuillermot, PA
COMPTES RENDUS MATHEMATIQUE, 2005, 340 (04) : 281 - 286
[46] On a class of stochastic partial differential equations with multiple invariant measures
Bálint Farkas
Martin Friesen
Barbara Rüdiger
Dennis Schroers
Nonlinear Differential Equations and Applications NoDEA, 2021, 28
[47] On a class of stochastic partial differential equations related to turbulent transport
Deck, T
Potthoff, J
PROBABILITY THEORY AND RELATED FIELDS, 1998, 111 (01) : 101 - 122
[48] Large deviations for a class of semilinear stochastic partial differential equations
Foondun, Mohammud
Setayeshgar, Leila
STATISTICS & PROBABILITY LETTERS, 2017, 121 : 143 - 151
[49] Homogenization for a Class Stochastic Partial Differential Equations With Nonperiodic Coefficients
Su, Dong
Yang, Xuan
Mathematical Methods in the Applied Sciences, 2025, 48 (05) : 5611 - 5618
[50] On a class of stochastic partial differential equations related to turbulent transport
T. Deck
J. Potthoff
Probability Theory and Related Fields, 1998, 111 : 101 - 122

← 1 2 3 4 5 →