Optimal Partial Information Control of SPDEs With Delay and Time-Advanced Backward SPDEs

Interdisciplinary Mathematical Sciences - Singapore
doi 10.1142/9789814383585_0018
Full Text
Abstract

Available in full text

Date
Authors
Publisher

WORLD SCIENTIFIC

Related search

Blowup Estimates for a Family of Semilinear SPDEs With Time-Dependent Coefficients

Differential Equations & Applications
2015English

Multiscale Expansion of Invariant Measures for SPDEs

Communications in Mathematical Physics
Nonlinear PhysicsMathematical PhysicsStatistical
2004English

Multi-Scale Analysis of SPDEs With Degenerate Additive Noise

Journal of Evolution Equations
Mathematics
2013English

SPDEs With Pseudodifferential Generators: The Existence of a Density

Applicationes Mathematicae
2000English

Malliavin Differentiability of Solutions of SPDEs With Lévy White Noise

International Journal of Stochastic Analysis
StatisticsProbabilityApplied MathematicsAnalysisSimulationModeling
2017English

Ergodicity and Kolmogorov Equations for Dissipative SPDEs With Singular Drift: A Variational Approach

Potential Analysis
Analysis
2018English

Stochastic Maximum Principle for Partial Information Optimal Control Problem of Forward-Backward Systems Involving Classical and Impulse Controls

Abstract and Applied Analysis
Applied MathematicsAnalysis
2014English

Perpetual Integral Functionals of Brownian Motion and Blowup of Semilinear Systems of SPDEs

Communications on Stochastic Analysis
StatisticsProbability
2017English

On the Convergence of Solutions for SPDEs Under Perturbation of the Domain

Discrete Dynamics in Nature and Society
ModelingSimulation
2016English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy