Pages that link to "Item:Q929376"

The following pages link to Quadratic BSDEs with convex generators and unbounded terminal conditions (Q929376):

Displaying 50 items.

• A financial market with interacting investors: does an equilibrium exist? (Q1932546) (← links)
• Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
• Quadratic BSDEs with mean reflection (Q2001551) (← links)
• A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
• Comparison theorem for diagonally quadratic BSDEs (Q2030831) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
• A study of backward stochastic differential equation on a Riemannian manifold (Q2042810) (← links)
• The convergence rate from discrete to continuous optimal investment stopping problem (Q2044110) (← links)
• Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
• Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
• Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← links)
• Quadratic mean-field reflected BSDEs (Q2096186) (← links)
• Well-posedness of mean reflected BSDEs with non-Lipschitz coefficients (Q2105392) (← links)
• Mean field portfolio games (Q2111248) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (Q2116484) (← links)
• Stochastic Bihari inequality and applications to BSDE (Q2124691) (← links)
• Forests, cumulants, martingales (Q2139104) (← links)
• \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) (Q2181711) (← links)
• A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
• Functional inequalities for forward and backward diffusions (Q2201508) (← links)
• Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
• BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
• Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
• Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach (Q2240578) (← links)
• Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
• Characterization of the value process in robust efficient hedging (Q2247915) (← links)
• Backward stochastic partial differential equations with quadratic growth (Q2252481) (← links)
• Backward stochastic differential equations associated with the vorticity equations (Q2253207) (← links)
• Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
• Open-loop equilibrium strategy for mean-variance portfolio problem under stochastic volatility (Q2280828) (← links)
• Open-loop equilibrium reinsurance-investment strategy under mean-variance criterion with stochastic volatility (Q2292185) (← links)
• The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth (Q2296124) (← links)
• Quadratic \(g\)-convexity, \(C\)-convexity and their relationships (Q2342394) (← links)
• Representation theorems for generators of BSDEs with monotonic and convex growth generators (Q2343654) (← links)
• Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
• Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
• Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results (Q2406565) (← links)
• Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels (Q2414738) (← links)
• Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
• The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
• A generalized comparison theorem for BSDEs and its applications (Q2428525) (← links)
• A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations (Q2431046) (← links)
• Minimal supersolutions of convex BSDEs (Q2434909) (← links)
• A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
• Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
• BSDEs with terminal conditions that have bounded Malliavin derivative (Q2452450) (← links)
• Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
• Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
• On the backward stochastic differential equation with generator \(f(y)|z|^2\) (Q2661266) (← links)
• Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)