Pages that link to "Item:Q3986623"

The following pages link to Probabilistic interpretation for systems of quasilinear parabolic partial differential equations (Q3986623):

Displaying 50 items.

• Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications (Q1022975) (← links)
• Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (Q1023327) (← links)
• Solutions to general forward-backward doubly stochastic differential equations (Q1030383) (← links)
• Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs (Q1266271) (← links)
• Infinite horizon boundary value problems and applications (Q1300099) (← links)
• Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
• Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions (Q1313129) (← links)
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs (Q1326279) (← links)
• On the application of minimum principle for solving partially observable risk-sensitive control problems (Q1351406) (← links)
• Probabilistic interpretation of a system of semilinear parabolic partial differential equations (Q1366454) (← links)
• Backwards SDE with random terminal time and applications to semilinear elliptic PDE (Q1370224) (← links)
• On solutions of backward stochastic differential equations with jumps and applications (Q1382509) (← links)
• A note on probabilistic interpretation for quasilinear mixed boundary problems (Q1389950) (← links)
• A type of time-symmetric forward-backward stochastic differential equations (Q1408214) (← links)
• On solutions of backward stochastic differential equations with jumps, with unbounded stopping times as terminal and with non-Lipschitz coefficients, and probabilistic interpretation of quasi-linear elliptic type integro-differential equations (Q1580627) (← links)
• Infinite horizon forward-backward stochastic differential equations (Q1613582) (← links)
• Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems (Q1614409) (← links)
• Backward problems for stochastic differential equations on the Sierpinski gasket (Q1615895) (← links)
• On optimal stopping and free boundary problems under ambiguity (Q1643751) (← links)
• General mean-field BSDEs with continuous coefficients (Q1645122) (← links)
• Reflected backward stochastic differential equations with resistance (Q1650093) (← links)
• Reflected backward stochastic differential equations with perturbations (Q1661037) (← links)
• Backward stochastic differential equations and Dirichlet problems of semilinear elliptic operators with singular coefficients (Q1662908) (← links)
• On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
• Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459) (← links)
• A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications (Q1687231) (← links)
• Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities (Q1688621) (← links)
• Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
• Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
• Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
• Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
• Convertible bonds with higher loan rate: model, valuation, and optimal strategy (Q1723891) (← links)
• Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations'' (Q1746288) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• Backward doubly SDEs with continuous and stochastic linear growth coefficients (Q1787199) (← links)
• Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
• Forward-backward stochastic differential equations with Brownian motion and Poisson process (Q1864226) (← links)
• Forward-backward stochastic differential equations with nonsmooth coefficients. (Q1877391) (← links)
• Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. (Q1877516) (← links)
• Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. (Q1879864) (← links)
• Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients (Q1899270) (← links)
• Solution of forward-backward stochastic differential equations (Q1900239) (← links)
• Brownian motion and the formation of singularities in the heat flow for harmonic maps (Q1916689) (← links)
• Generalized backward doubly stochastic differential equations driven by Lévy processes with continuous coefficients (Q1928126) (← links)
• A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
• Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)