Pages that link to "Item:Q584199"

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

Displaying 50 items.

• Reflected and doubly reflected backward stochastic differential equations with time-delayed generators (Q1721913) (← links)
• A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
• Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
• Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
• The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← 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)
• Stochastic maximum principle of near-optimal control of fully coupled forward-backward stochastic differential equation (Q1723930) (← links)
• The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
• Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle (Q1725104) (← links)
• Fully coupled forward-backward stochastic differential equations on Markov chains (Q1725510) (← links)
• Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality (Q1731857) (← links)
• Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
• Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming (Q1743531) (← links)
• The maximum principle for partially observed optimal control of FBSDE driven by Teugels martingales and independent Brownian motion (Q1743669) (← links)
• Retracted: ``Multidimensional viscosity solution theory of semi-linear partial differential equations'' (Q1746288) (← links)
• Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (Q1746430) (← links)
• A class of globally solvable Markovian quadratic BSDE systems and applications (Q1747757) (← links)
• Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values (Q1748581) (← links)
• Solution to stochastic LQ control problem for Itô systems with state delay or input delay (Q1749420) (← links)
• BSDEs with mean reflection (Q1751973) (← links)
• \(L^p\) solution of backward stochastic differential equations driven by a marked point process (Q1756570) (← links)
• Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations (Q1762334) (← links)
• Representation theorems for generators of backward stochastic differential equations (Q1764117) (← links)
• The uniqueness of solutions of perturbed backward stochastic differential equations (Q1765781) (← links)
• BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion. (Q1766037) (← links)
• On the robustness of backward stochastic differential equations. (Q1766046) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• Generalized stochastic differential utility and preference for information (Q1769427) (← links)
• Densities of one-dimensional backward SDEs (Q1773902) (← links)
• Backward stochastic differential equations associated to a symmetric Markov process (Q1777430) (← links)
• A property of \(g\)-expectation (Q1780286) (← links)
• Choquet expectation and Peng's \(g\)-expectation (Q1781180) (← links)
• Representation theorem for generators of quadratic BSDEs (Q1782045) (← links)
• An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation (Q1787194) (← links)
• Fractional anticipated BSDEs with stochastic Lipschitz coefficients (Q1787196) (← links)
• Backward doubly SDEs with continuous and stochastic linear growth coefficients (Q1787199) (← links)
• Recursive utility maximization for terminal wealth under partial information (Q1792900) (← links)
• BSDEs with mean reflection driven by \(G\)-Brownian motion (Q1799804) (← links)
• Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
• Backward-forward SDE's and stochastic differential games (Q1805788) (← links)
• Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach (Q1807753) (← links)
• Viscosity solutions of nonlinear integro-differential equations (Q1814669) (← 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)
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (Q1872298) (← links)
• Representation theorems for backward stochastic differential equations (Q1872357) (← links)
• Numerical method for backward stochastic differential equations (Q1872402) (← links)
• A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
• Backward stochastic differential equations and partial differential equations with quadratic growth. (Q1872517) (← links)