Author:
Friz Peter,Oberhauser Harald
Subject
Analysis,Applied Mathematics
Reference31 articles.
1. Almost sure approximation of Wong–Zakai type for stochastic partial differential equations;Brzeźniak;Stochastic Process. Appl.,1995
2. Approximation of Zakai equation by the splitting up method;Bensoussan,1989
3. Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs;Buckdahn;Ann. Probab.,2002
4. Pathwise stochastic control problems and stochastic HJB equations;Buckdahn;SIAM J. Control Optim.,2007
5. Partial differential equations driven by rough paths;Caruana;J. Differential Equations,2009
Cited by
12 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献