Pages that link to "Item:Q2483468"
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The following pages link to Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces (Q2483468):
Displaying 4 items.
- Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322) (← links)
- Mean-variance asset-liability management with inside information (Q6587726) (← links)
- Differentiability of quadratic forward-backward SDEs with rough drift (Q6620082) (← links)
- A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients (Q6668705) (← links)