31 citations · 137 across the 73 of their papers we have counts for
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Degenerate backward SPDEs in domains: non-local boundary conditions and applications to finance
Nikolai Dokuchaev
Backward stochastic partial differential equations of parabolic type in bounded domains are studied in the setting where the coercivity condition is not necessary satisfied and the…
Backward SPDEs with non-local in time and space boundary conditions
Nikolai Dokuchaev
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a function…
Boundary value problems for functionals of Ito processes
Nikolai Dokuchaev
Backward stochastic partial differential equations in bounded and unbounded domains are studied. Existence and regularity results are obtained. Duality relationship with forward SP…
On almost surely periodic and almost periodic solutions of backward SPDEs
Nikolai Dokuchaev
We study linear backward stochastic partial differential equations of parabolic type with special boundary conditions in time. The standard Cauchy condition at the terminal time is…