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Discrete & Continuous Dynamical Systems - A

November 2015 , Volume 35 , Issue 11

Special issue on analysis and control of stochastic partial differential equations

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Preface
Baojun Bian, Shanjian Tang and Qi Zhang
2015, 35(11): i-iv doi: 10.3934/dcds.2015.35.11i +[Abstract](909) +[PDF](132.3KB)
Global existence for the stochastic Degasperis-Procesi equation
Yong Chen and Hongjun Gao
2015, 35(11): 5171-5184 doi: 10.3934/dcds.2015.35.5171 +[Abstract](1259) +[PDF](395.6KB)
The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator
Laurent Denis, Anis Matoussi and Jing Zhang
2015, 35(11): 5185-5202 doi: 10.3934/dcds.2015.35.5185 +[Abstract](1057) +[PDF](428.6KB)
Invariant foliations for stochastic partial differential equations with dynamic boundary conditions
Zhongkai Guo
2015, 35(11): 5203-5219 doi: 10.3934/dcds.2015.35.5203 +[Abstract](961) +[PDF](435.9KB)
Large deviation principle for stochastic heat equation with memory
Yueling Li, Yingchao Xie and Xicheng Zhang
2015, 35(11): 5221-5237 doi: 10.3934/dcds.2015.35.5221 +[Abstract](1123) +[PDF](401.5KB)
Exponential convergence of non-linear monotone SPDEs
Feng-Yu Wang
2015, 35(11): 5239-5253 doi: 10.3934/dcds.2015.35.5239 +[Abstract](1040) +[PDF](451.2KB)
Stochastic Korteweg-de Vries equation driven by fractional Brownian motion
Guolian Wang and Boling Guo
2015, 35(11): 5255-5272 doi: 10.3934/dcds.2015.35.5255 +[Abstract](1067) +[PDF](443.9KB)
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: The critical case
Freddy Delbaen, Ying Hu and Adrien Richou
2015, 35(11): 5273-5283 doi: 10.3934/dcds.2015.35.5273 +[Abstract](1059) +[PDF](371.7KB)
Backward doubly stochastic differential equations with polynomial growth coefficients
Qi Zhang and Huaizhong Zhao
2015, 35(11): 5285-5315 doi: 10.3934/dcds.2015.35.5285 +[Abstract](1023) +[PDF](504.4KB)
Degenerate backward SPDEs in bounded domains and applications to barrier options
Nikolai Dokuchaev
2015, 35(11): 5317-5334 doi: 10.3934/dcds.2015.35.5317 +[Abstract](884) +[PDF](442.9KB)
On forward and backward SPDEs with non-local boundary conditions
Nikolai Dokuchaev
2015, 35(11): 5335-5351 doi: 10.3934/dcds.2015.35.5335 +[Abstract](887) +[PDF](427.7KB)
On the Cauchy-Dirichlet problem in a half space for backward SPDEs in weighted Hölder spaces
Wenning Wei
2015, 35(11): 5353-5378 doi: 10.3934/dcds.2015.35.5353 +[Abstract](911) +[PDF](565.6KB)
Backward stochastic Schrödinger and infinite-dimensional Hamiltonian equations
Qing Xu
2015, 35(11): 5379-5412 doi: 10.3934/dcds.2015.35.5379 +[Abstract](1042) +[PDF](520.6KB)
Constrained viscosity solution to the HJB equation arising in perpetual American employee stock options pricing
Baojun Bian, Shuntai Hu, Quan Yuan and Harry Zheng
2015, 35(11): 5413-5433 doi: 10.3934/dcds.2015.35.5413 +[Abstract](916) +[PDF](508.1KB)
Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions
Tyrone E. Duncan
2015, 35(11): 5435-5445 doi: 10.3934/dcds.2015.35.5435 +[Abstract](1199) +[PDF](342.6KB)
Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations
Ying Hu and Shanjian Tang
2015, 35(11): 5447-5465 doi: 10.3934/dcds.2015.35.5447 +[Abstract](1035) +[PDF](451.9KB)
A Dynkin game under Knightian uncertainty
Hyeng Keun Koo, Shanjian Tang and Zhou Yang
2015, 35(11): 5467-5498 doi: 10.3934/dcds.2015.35.5467 +[Abstract](1054) +[PDF](586.3KB)
A stochastic maximum principle with dissipativity conditions
Carlo Orrieri
2015, 35(11): 5499-5519 doi: 10.3934/dcds.2015.35.5499 +[Abstract](1046) +[PDF](440.1KB)
Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations
Shanjian Tang and Fu Zhang
2015, 35(11): 5521-5553 doi: 10.3934/dcds.2015.35.5521 +[Abstract](1213) +[PDF](569.1KB)

2017  Impact Factor: 1.179

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