The following pages link to (Q4263364):
Displaying 50 items.
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
- \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions (Q1682122) (← links)
- A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications (Q1687231) (← links)
- On optimal control of forward-backward stochastic differential equations (Q1693961) (← links)
- Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
- Mean-field type games between two players driven by backward stochastic differential equations (Q1712157) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion. (Q1766037) (← links)
- On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (Q1766080) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- Backward stochastic differential equations associated to a symmetric Markov process (Q1777430) (← links)
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
- Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach (Q1807753) (← links)
- Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (Q1889783) (← links)
- Perturbed backward stochastic differential equations (Q1933858) (← links)
- Stochastic recursive zero-sum differential game and mixed zero-sum differential game problem (Q1955113) (← links)
- Semilinear Kolmogorov equations on the space of continuous functions via BSDEs (Q2029778) (← links)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
- Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
- Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition (Q2082652) (← links)
- Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games (Q2096961) (← links)
- Portfolio liquidation under factor uncertainty (Q2117436) (← links)
- Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132) (← links)
- Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
- Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
- Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition (Q2251710) (← links)
- BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
- Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control (Q2260468) (← links)
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← links)
- \(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients (Q2300511) (← links)
- Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data (Q2343010) (← links)
- Multivalued backward stochastic differential equations with oblique subgradients (Q2347461) (← links)
- Backward stochastic variational inequalities on random interval (Q2348739) (← links)
- Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
- Maximum principles for jump diffusion processes with infinite horizon (Q2356691) (← links)
- Backward stochastic differential equations with random stopping time and singular final condition (Q2370097) (← links)
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
- On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- A generalized comparison theorem for BSDEs and its applications (Q2428525) (← links)
- Dirichlet forms and semilinear elliptic equations with measure data (Q2436736) (← links)
- SPDEs with polynomial growth coefficients and the Malliavin calculus method (Q2444639) (← links)
- Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients (Q2453522) (← links)
- Homogenization of periodic semilinear hypoelliptic PDEs (Q2470982) (← links)
- Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119) (← links)
- Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces (Q2483468) (← links)
