FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2023381547> ?p ?o ?g. }

• W2023381547 endingPage "3272" @default.
• W2023381547 startingPage "3239" @default.
• W2023381547 abstract "This paper studies forward and backward versions of the random Burgers equation (RBE) with stochastic coefficients. First, the celebrated Cole–Hopf transformation reduces the forward RBE to a forward random heat equation (RHE) that can be treated pathwise. Next we provide a connection between the backward Burgers equation and a system of FBSDEs. Exploiting this connection, we derive a generalization of the Cole–Hopf transformation which links the backward RBE with the backward RHE and investigate the range of its applicability. Stochastic Feynman–Kac representations for the solutions are provided. Explicit solutions are constructed and applications in stochastic control and mathematical finance are discussed." @default.
• W2023381547 created "2016-06-24" @default.
• W2023381547 creator A5020073636 @default.
• W2023381547 creator A5044770434 @default.
• W2023381547 creator A5053507134 @default.
• W2023381547 creator A5047180280 @default.
• W2023381547 date "2013-08-01" @default.
• W2023381547 modified "2023-09-29" @default.
• W2023381547 title "Stochastic Burgers PDEs with random coefficients and a generalization of the Cole–Hopf transformation" @default.
• W2023381547 cites W1970682567 @default.
• W2023381547 cites W1972465241 @default.
• W2023381547 cites W1988720984 @default.
• W2023381547 cites W2005012590 @default.
• W2023381547 cites W2016657241 @default.
• W2023381547 cites W2018886129 @default.
• W2023381547 cites W2021776430 @default.
• W2023381547 cites W2021787300 @default.
• W2023381547 cites W2026981791 @default.
• W2023381547 cites W2027201301 @default.
• W2023381547 cites W2038971031 @default.
• W2023381547 cites W2045384647 @default.
• W2023381547 cites W2046553535 @default.
• W2023381547 cites W2059894499 @default.
• W2023381547 cites W2063999201 @default.
• W2023381547 cites W2070909149 @default.
• W2023381547 cites W2071359034 @default.
• W2023381547 cites W2074253433 @default.
• W2023381547 cites W2077436923 @default.
• W2023381547 cites W2086139156 @default.
• W2023381547 cites W2087496472 @default.
• W2023381547 cites W2088371633 @default.
• W2023381547 cites W2092956905 @default.
• W2023381547 cites W2097525234 @default.
• W2023381547 cites W2135212109 @default.
• W2023381547 cites W2143623312 @default.
• W2023381547 cites W2160554286 @default.
• W2023381547 cites W2162779372 @default.
• W2023381547 cites W2167742035 @default.
• W2023381547 cites W2565432921 @default.
• W2023381547 cites W3037142296 @default.
• W2023381547 cites W3098096425 @default.
• W2023381547 cites W4300475775 @default.
• W2023381547 doi "https://doi.org/10.1016/j.spa.2013.03.001" @default.
• W2023381547 hasPublicationYear "2013" @default.
• W2023381547 type Work @default.
• W2023381547 sameAs 2023381547 @default.
• W2023381547 citedByCount "7" @default.
• W2023381547 countsByYear W20233815472018 @default.
• W2023381547 countsByYear W20233815472019 @default.
• W2023381547 countsByYear W20233815472020 @default.
• W2023381547 countsByYear W20233815472021 @default.
• W2023381547 countsByYear W20233815472022 @default.
• W2023381547 crossrefType "journal-article" @default.
• W2023381547 hasAuthorship W2023381547A5020073636 @default.
• W2023381547 hasAuthorship W2023381547A5044770434 @default.
• W2023381547 hasAuthorship W2023381547A5047180280 @default.
• W2023381547 hasAuthorship W2023381547A5053507134 @default.
• W2023381547 hasBestOaLocation W20233815471 @default.
• W2023381547 hasConcept C104317684 @default.
• W2023381547 hasConcept C129747778 @default.
• W2023381547 hasConcept C134306372 @default.
• W2023381547 hasConcept C177148314 @default.
• W2023381547 hasConcept C185592680 @default.
• W2023381547 hasConcept C199343813 @default.
• W2023381547 hasConcept C204241405 @default.
• W2023381547 hasConcept C2777686260 @default.
• W2023381547 hasConcept C28826006 @default.
• W2023381547 hasConcept C33923547 @default.
• W2023381547 hasConcept C55493867 @default.
• W2023381547 hasConcept C71924100 @default.
• W2023381547 hasConcept C93779851 @default.
• W2023381547 hasConceptScore W2023381547C104317684 @default.
• W2023381547 hasConceptScore W2023381547C129747778 @default.
• W2023381547 hasConceptScore W2023381547C134306372 @default.
• W2023381547 hasConceptScore W2023381547C177148314 @default.
• W2023381547 hasConceptScore W2023381547C185592680 @default.
• W2023381547 hasConceptScore W2023381547C199343813 @default.
• W2023381547 hasConceptScore W2023381547C204241405 @default.
• W2023381547 hasConceptScore W2023381547C2777686260 @default.
• W2023381547 hasConceptScore W2023381547C28826006 @default.
• W2023381547 hasConceptScore W2023381547C33923547 @default.
• W2023381547 hasConceptScore W2023381547C55493867 @default.
• W2023381547 hasConceptScore W2023381547C71924100 @default.
• W2023381547 hasConceptScore W2023381547C93779851 @default.
• W2023381547 hasFunder F4320310412 @default.
• W2023381547 hasIssue "8" @default.
• W2023381547 hasLocation W20233815471 @default.
• W2023381547 hasLocation W20233815472 @default.
• W2023381547 hasOpenAccess W2023381547 @default.
• W2023381547 hasPrimaryLocation W20233815471 @default.
• W2023381547 hasRelatedWork W1971753667 @default.
• W2023381547 hasRelatedWork W1997271576 @default.
• W2023381547 hasRelatedWork W2061937439 @default.
• W2023381547 hasRelatedWork W2091544531 @default.
• W2023381547 hasRelatedWork W2167683897 @default.
• W2023381547 hasRelatedWork W2189359833 @default.
• W2023381547 hasRelatedWork W2390779086 @default.
• W2023381547 hasRelatedWork W2952277301 @default.

• next