Found 12 Documents (Results 1–12)
Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs. (English) Zbl 1431.60049
Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs. (English) Zbl 1478.60190
The stochastic solution to a Cauchy problem for degenerate parabolic equations. (English) Zbl 1381.60097
Chernoff’s distribution and differential equations of parabolic and Airy type. (English) Zbl 1382.60106
Gaussian decay for a difference of traces of the Schrödinger semigroup associated with the isotropic harmonic oscillator. (English) Zbl 1293.81017
Multiplicative matrix-valued functionals and the continuity properties of semigroups corresponding to partial differential operators with matrix-valued coefficients. (English) Zbl 1223.47044
Reviewer: Ruhollah Jahanipur (Kashan)
\(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures. (English) Zbl 1200.60063
Reviewer: Ion C. Vladimirescu (Craiova)
The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications. (English) Zbl 1157.60061
Reviewer: Rainer Buckdahn (Brest)
Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems. (English) Zbl 1141.93070
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