Search Results - "SPDEs"

  • Showing 1 - 5 results of 5
Refine Results
  1. 1
    Degenerate backward SPDEs in bounded domains and applications to barrier options

    Degenerate backward SPDEs in bounded domains and applications to barrier options by Dokuchaev, Nikolai

    Published 2015
    Subjects: “…backward SPDEs…”
    Get full text
  2. 2
    On forward and backward SPDEs with non-local boundary conditions

    On forward and backward SPDEs with non-local boundary conditions by Dokuchaev, Nikolai

    Published 2015
    Subjects: “…backward SPDEs…”
    Get full text
  3. 3
    Representation of functionals of Ito processes and their first exit times

    Representation of functionals of Ito processes and their first exit times by Dokuchaev, Nikolai

    Published 2011
    Subjects: Get full text
  4. 4
    Backward parabolic Ito equations and second fundamental inequality

    Backward parabolic Ito equations and second fundamental inequality by Dokuchaev, Nikolai

    Published 2012
    Subjects: “…backward SPDEs…”
    Get full text
  5. 5
    Duality and semi-group property for backward parabolic Ito equations.

    Duality and semi-group property for backward parabolic Ito equations. by Dokuchaev, Nikolai

    Published 2010
    Subjects: “…backward SPDEs…”
    Get full text

Search Tools: