Pages that link to "Item:Q3128079"

The following pages link to Backward stochastic differential equations and integral-partial differential equations (Q3128079):

Displaying 50 items.

• Uniqueness for integro-PDE in Hilbert spaces (Q1935429) (← links)
• Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
• BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
• Martingale driven BSDEs, PDEs and other related deterministic problems (Q1994914) (← links)
• Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs (Q2007289) (← links)
• Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031) (← links)
• Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
• Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← links)
• Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
• Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples (Q2042031) (← links)
• Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
• BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem (Q2054942) (← links)
• Pricing equity-linked life insurance contracts with multiple risk factors by neural networks (Q2059681) (← links)
• Monotone systems involving variable-order nonlocal operators (Q2075303) (← links)
• A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550) (← links)
• Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
• Deep learning schemes for parabolic nonlocal integro-differential equations (Q2098092) (← links)
• Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699) (← links)
• Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
• Classical and weak solutions of the partial differential equations associated with a class of two-point boundary value problems (Q2126432) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• Reflected backward stochastic differential equation with jumps and viscosity solution of second order integro-differential equation without monotonicity condition: case with the measure of Lévy infinite (Q2153088) (← links)
• A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
• Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier (Q2168956) (← links)
• Optimal control for stochastic Volterra equations with multiplicative Lévy noise (Q2179109) (← links)
• Forward-backward SDEs with jumps and classical solutions to nonlocal quasilinear parabolic PDEs (Q2182619) (← links)
• Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132) (← links)
• Dynamic programming principle and viscosity solutions of Hamilton-Jacobi-Bellman equations for stochastic recursive control problem with non-Lipschitz generator (Q2198169) (← links)
• Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
• On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
• Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204) (← links)
• Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models (Q2238770) (← links)
• BSDE driven by Poisson point processes with discontinuous coefficient (Q2257520) (← links)
• Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
• Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (Q2296085) (← links)
• Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
• Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting (Q2296120) (← links)
• Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
• Jensen's inequality under nonlinear expectation generated by BSDE with jumps (Q2300529) (← links)
• Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
• \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
• Predictable representation for time inhomogeneous Lévy processes and BSDEs (Q2322283) (← links)
• Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations (Q2338945) (← links)
• Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
• Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) (← links)
• Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
• Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
• Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) (← links)
• Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs (Q2356559) (← links)
• Maximum principles for jump diffusion processes with infinite horizon (Q2356691) (← links)