Pages that link to "Item:Q584199"

The following pages link to Adapted solution of a backward stochastic differential equation (Q584199):

Displaying 50 items.

• Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
• An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Q1627727) (← links)
• Signal propagation in small-world biological networks with weak noise (Q1629036) (← links)
• BSDEs with monotone generator driven by time-changed Lévy noises (Q1629857) (← links)
• The stochastic maximum principle in singular optimal control with recursive utilities (Q1633566) (← links)
• Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
• A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint (Q1643396) (← links)
• General mean-field BSDEs with continuous coefficients (Q1645122) (← links)
• Reflected backward stochastic differential equations with resistance (Q1650093) (← links)
• Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
• Reflected backward stochastic differential equations with perturbations (Q1661037) (← links)
• Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
• Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
• Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
• Pricing and hedging vulnerable option with funding costs and collateral (Q1663930) (← links)
• Backward stochastic Volterra integral equations with additive perturbations (Q1664279) (← links)
• Solutions to BSDEs driven by multidimensional fractional Brownian motions (Q1665780) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
• Near-optimal control of stochastic recursive systems via viscosity solution (Q1670094) (← links)
• On the homotopy analysis method for backward/forward-backward stochastic differential equations (Q1678593) (← links)
• Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs (Q1679471) (← links)
• Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions (Q1680459) (← links)
• \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions (Q1682122) (← links)
• Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application (Q1684177) (← 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)
• Near-optimality conditions in stochastic control of linear fully coupled FBSDEs (Q1689681) (← links)
• Dynamic programming approach to principal-agent problems (Q1691442) (← links)
• Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497) (← links)
• Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
• On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
• A regression-based numerical scheme for backward stochastic differential equations (Q1695419) (← links)
• The general relaxed control problem of fully coupled forward-backward doubly system (Q1696987) (← links)
• Double barrier reflected BSDEs with stochastic Lipschitz coefficient (Q1697203) (← links)
• BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data (Q1700380) (← links)
• Backward nonlinear expectation equations (Q1702883) (← links)
• Backward stochastic differential equations with rank-based data (Q1705560) (← links)
• Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
• Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
• Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
• A second-order stochastic maximum principle for generalized mean-field singular control problem (Q1713367) (← links)
• Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
• Nesting Monte Carlo for high-dimensional non-linear PDEs (Q1713854) (← links)
• Reflected BSDEs with optional barrier in a general filtration (Q1715756) (← links)
• Non-smooth analysis method in optimal investment-BSDE approach (Q1716351) (← links)
• General linear forward and backward stochastic difference equations with applications (Q1716436) (← links)
• Linear quadratic nonzero sum differential games with asymmetric information (Q1717997) (← links)
• A variational formula for nonzero-sum stochastic differential games of FBSDEs and applications (Q1718035) (← links)
• Backward stochastic \(H_2 / H_{\infty}\) control: infinite horizon case (Q1718342) (← links)
• One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)