On degenerate backward SPDEs in bounded domains under non-local conditions
The paper studies backward stochastic partial differential equations (BSPDEs) of parabolic type in bounded domains in the setting where the coercivity condition is not necessary satisfied and under special non-local in time and space boundary conditions replacing the standard Cauchy condition. These...
| Main Author: | Dokuchaev, Nikolai |
|---|---|
| Format: | Journal Article |
| Published: |
2018
|
| Online Access: | http://hdl.handle.net/20.500.11937/69100 |
Similar Items
Degenerate backward SPDEs in bounded domains and applications to barrier options
by: Dokuchaev, Nikolai
Published: (2015)
by: Dokuchaev, Nikolai
Published: (2015)
On forward and backward SPDEs with non-local boundary conditions
by: Dokuchaev, Nikolai
Published: (2015)
by: Dokuchaev, Nikolai
Published: (2015)
Regularity for some backward heat equations
by: Dokuchaev, Nikolai
Published: (2009)
by: Dokuchaev, Nikolai
Published: (2009)
Backward parabolic Ito equations and second fundamental inequality
by: Dokuchaev, Nikolai
Published: (2012)
by: Dokuchaev, Nikolai
Published: (2012)
Duality and semi-group property for backward parabolic Ito equations.
by: Dokuchaev, Nikolai
Published: (2010)
by: Dokuchaev, Nikolai
Published: (2010)
Error Bounds for Degenerate Cone Inclusion Problems
by: He, Y., et al.
Published: (2005)
by: He, Y., et al.
Published: (2005)
Weighted in time energy estimates for parabolic equations with applications to non-linear and non-local problems
by: Dokuchaev, Nikolai
Published: (2012)
by: Dokuchaev, Nikolai
Published: (2012)
On the dependence of the first exit times on the fluctuations of the domain boundary
by: Dokuchaev, Nikolai
Published: (2015)
by: Dokuchaev, Nikolai
Published: (2015)
A closed equation in time domain for band-limited extensions of one-sided sequences
by: Dokuchaev, Nikolai
Published: (2018)
by: Dokuchaev, Nikolai
Published: (2018)
Construction of models for bounded price processes: the case of the HKD exchange rate
by: Yee, H.B., et al.
Published: (2015)
by: Yee, H.B., et al.
Published: (2015)
On differentiation of functionals containing the first exit of a diffusion process from a domain
by: Gusev, S., et al.
Published: (2015)
by: Gusev, S., et al.
Published: (2015)
The dynamics of neural fields on bounded domains: an interface approach for Dirichlet boundary conditions
by: Gökçe, Aytül, et al.
Published: (2017)
by: Gökçe, Aytül, et al.
Published: (2017)
Parabolic Ito equations with mixed in time conditions
by: Dokuchaev, Nikolai
Published: (2011)
by: Dokuchaev, Nikolai
Published: (2011)
Parabolic equations with the second-order Cauchy conditions on the boundary
by: Dokuchaev, Nikolai
Published: (2007)
by: Dokuchaev, Nikolai
Published: (2007)
On the implied market price of risk under the stochastic numéraire
by: Dokuchaev, Nikolai
Published: (2018)
by: Dokuchaev, Nikolai
Published: (2018)
Estimates for first exit times of non-Markovian Ito processes
by: Dokuchaev, Nikolai
Published: (2008)
by: Dokuchaev, Nikolai
Published: (2008)
Mean-reverting market model: speculative opportunities and non-arbitrage
by: Dokuchaev, Nikolai
Published: (2011)
by: Dokuchaev, Nikolai
Published: (2011)
Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation.
by: Dokuchaev, Nikolai
Published: (2006)
by: Dokuchaev, Nikolai
Published: (2006)
An Investigation of Assimilation and Contrast Effects in Backward Evaluative Conditioning
by: Green, Luke John Stanley
Published: (2020)
by: Green, Luke John Stanley
Published: (2020)
On asymptotic optimality of Merton's myopic portfolio strategies under time discretization
by: Rodkina, A., et al.
Published: (2015)
by: Rodkina, A., et al.
Published: (2015)
On the implied volatility layers under the future risk-free rate uncertainty
by: Hin, L., et al.
Published: (2014)
by: Hin, L., et al.
Published: (2014)
Non-canonical peptides bound to MHC
by: Day, S., et al.
Published: (2009)
by: Day, S., et al.
Published: (2009)
Transferrin receptor 2 mediates uptake of transferrin-bound and non-transferrin-bound iron
by: Graham, R., et al.
Published: (2008)
by: Graham, R., et al.
Published: (2008)
Random walks for solving Robin boundary value problems and sampling in a bounded domain
by: Sharma, Akash
Published: (2022)
by: Sharma, Akash
Published: (2022)
An improved quantum condition for the bound state problem in non-relativistic quantum mechanics using the NUFA method.
by: Rajesh Kumar, P.
Published: (2022)
by: Rajesh Kumar, P.
Published: (2022)
Startle modulation and explicit valence evaluations dissociate during backward fear conditioning
by: Luck, C., et al.
Published: (2017)
by: Luck, C., et al.
Published: (2017)
The Sequence Matters - Blink Startle Potentiation Reverses During Backward Fear Conditioning
by: Luck, Camilla, et al.
Published: (2015)
by: Luck, Camilla, et al.
Published: (2015)
On causal extrapolation of sequences with applications to forecasting
by: Dokuchaev, Nikolai
Published: (2018)
by: Dokuchaev, Nikolai
Published: (2018)
A pathwise inference method for the parameters of diffusion terms
by: Dokuchaev, Nikolai
Published: (2018)
by: Dokuchaev, Nikolai
Published: (2018)
A gap between rational annuitization price for producer and price for customer
by: Dokuchaev, Nikolai
Published: (2018)
by: Dokuchaev, Nikolai
Published: (2018)
Causal band-limitness and predictability criterions for one-sided sequences
by: Dokuchaev, Nikolai
Published: (2014)
by: Dokuchaev, Nikolai
Published: (2014)
On the structure of multifactor optimal portfolio strategies
by: Dokuchaev, Nikolai
Published: (2017)
by: Dokuchaev, Nikolai
Published: (2017)
On detecting predictability of one-sided sequences
by: Dokuchaev, Nikolai
Published: (2017)
by: Dokuchaev, Nikolai
Published: (2017)
Predictors for discrete time processes with energy decay on higher frequencies
by: Dokuchaev, Nikolai
Published: (2012)
by: Dokuchaev, Nikolai
Published: (2012)
FIRST ORDER BSPDEs IN HIGHER DIMENSION FOR OPTIMAL CONTROL PROBLEMS
by: Dokuchaev, Nikolai
Published: (2017)
by: Dokuchaev, Nikolai
Published: (2017)
On approximation of the distribution for Pearson statistic
by: Dokuchaev, Nikolai
by: Dokuchaev, Nikolai
On recoverability of finite traces of square-summable sequences
by: Dokuchaev, Nikolai
by: Dokuchaev, Nikolai
On recovering parabolic diffusions from their time-averages
by: Dokuchaev, Nikolai
Published: (2019)
by: Dokuchaev, Nikolai
Published: (2019)
On strong causal binomial approximation for stochastic processes
by: Dokuchaev, Nikolai
Published: (2014)
by: Dokuchaev, Nikolai
Published: (2014)
Optimal replication of random claims by ordinary integrals with applications in finance
by: Dokuchaev, Nikolai
Published: (2013)
by: Dokuchaev, Nikolai
Published: (2013)
Similar Items
-
Degenerate backward SPDEs in bounded domains and applications to barrier options
by: Dokuchaev, Nikolai
Published: (2015) -
On forward and backward SPDEs with non-local boundary conditions
by: Dokuchaev, Nikolai
Published: (2015) -
Regularity for some backward heat equations
by: Dokuchaev, Nikolai
Published: (2009) -
Backward parabolic Ito equations and second fundamental inequality
by: Dokuchaev, Nikolai
Published: (2012) -
Duality and semi-group property for backward parabolic Ito equations.
by: Dokuchaev, Nikolai
Published: (2010)