About: Applications of stochastic analysis (to PDE, etc.)

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Attributs	Valeurs
type	Concept
skos:inScheme	MSC 2010
broader concept	Stochastic analysis
skos:prefLabel	Applicazioni dell'analisi stocastica (alle PDE ecc.) Applications of stochastic analysis (to PDE, etc.) 随机分析的应用(偏微分方程等)
skos:exactMatch	http://msc2010.org/resources/MSC/1991/60H30 http://msc2010.org/resources/MSC/2000/60H30
skos:notation	60H30
is rdfs:seeAlso of	Statistical solutions of Navier-Stokes and related equations
is Subject of	Forward-backward stochastic differential equations and PDE with gradient dependent second order coefficients Doubly reflected BSDEs with call protection and their approximation Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain Stochastic Taylor expansions and heat kernel asymptotics Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations On a probabilistic interpretation of shape derivatives of Dirichlet groundstates with application to Fermion nodes Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach Small stochastic perturbations in a general fractional kinetic equation Minimal supersolutions of convex BSDEs under constraints Nash equilibrium payoffs for stochastic differential games with reflection Uncertainty quantification for data assimilation in a steady incompressible Navier-Stokes problem Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections Optimal control of a stochastic heat equation with boundary-noise and boundary-control A Metropolis adjusted Nosé-Hoover thermostat Low-variance direct Monte Carlo simulations using importance weights Dynamics in Nonlinear Schrödinger Equation with dc bias: From Subdiffusion to Painlevé Transcendent An analysis of noise propagation in the multiscale simulation of coarse Fokker-Planck equations Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients On Mean Field Games models for exhaustible commodities trade Asymptotic Hölder regularity for the ellipsoid process Mean field approach to stochastic control with partial information Dynamic optimization problems for mean-field stochastic large-population systems Extended mean-field control problem with partial observation Constrained stochastic LQ control on infinite time horizon with regime switching Operator splitting around Euler-Maruyama scheme and high order discretization of heat kernels Numerical analysis for time-dependent advection-diffusion problems with random discontinuous coefficients Stochastic viscosity approximations of Hamilton-Jacobi equations and variance reduction On forward and inverse uncertainty quantification for models involving hysteresis operators A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems Martingale Solutions of the Stochastic 2D Primitive Equations with Anisotropic Viscosity Probabilistic representation of integration by parts formulae for some stochastic volatility models with unbounded drift A probabilistic point of view for the Kolmogorov hypoelliptic equations Bellman equation and viscosity solutions for mean-field stochastic control problem A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation Linear quadratic mean field game with control input constraint Control problem on space of random variables and master equation Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise
is narrower concept of	Stochastic analysis
is http://msc2010.org...0/msc2010#seeAlso of	Statistical solutions of Navier-Stokes and related equations
is skos:semanticRelation of	Statistical solutions of Navier-Stokes and related equations

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