Pages that link to "Item:Q3986623"

The following pages link to Probabilistic interpretation for systems of quasilinear parabolic partial differential equations (Q3986623):

Displaying 50 items.

• Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps (Q1937767) (← links)
• Backward doubly stochastic differential equations with infinite time horizon. (Q1941787) (← links)
• \(L^p\)-error estimates for numerical schemes for solving certain kinds of backward stochastic differential equations (Q1957154) (← links)
• BSDE with rcll reflecting barrier driven by a Lévy process (Q1986117) (← links)
• Martingale driven BSDEs, PDEs and other related deterministic problems (Q1994914) (← links)
• Interior gradient and Hessian estimates for the Dirichlet problem of semi-linear degenerate elliptic systems: a probabilistic approach (Q2010418) (← links)
• Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
• Anticipated backward stochastic differential equations driven by the Teugels martingales (Q2019174) (← links)
• Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
• The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations (Q2025270) (← links)
• High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← 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)
• Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
• Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
• A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550) (← links)
• Some results on backward stochastic differential equations of fractional order (Q2080202) (← links)
• Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
• High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (Q2116484) (← links)
• Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
• Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183) (← links)
• \(L^p\) solution of general mean-field BSDEs with continuous coefficients (Q2151504) (← links)
• Reflected BSDEs in non-convex domains (Q2159261) (← links)
• Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132) (← links)
• Reflected backward stochastic partial differential equations in a convex domain (Q2196539) (← links)
• Stochastic interpretation of the MHD-Burgers system (Q2199115) (← links)
• An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
• Second order backward SDE with random terminal time (Q2201514) (← links)
• Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
• BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)
• Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204) (← links)
• General mean-field BDSDEs with continuous coefficients (Q2235833) (← links)
• Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
• Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787) (← links)
• Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
• A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric (Q2244578) (← links)
• Backward stochastic differential equations associated with the vorticity equations (Q2253207) (← links)
• Second-order schemes for solving decoupled forward backward stochastic differential equations (Q2254815) (← links)
• Valuation of futures options with initial margin requirements and daily price limit (Q2269620) (← links)
• Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients (Q2269623) (← links)
• A note on FBSDE characterization of mean exit times (Q2272016) (← links)
• A martingale approach for fractional Brownian motions and related path dependent PDEs (Q2299585) (← links)
• A multi-step scheme based on cubic spline for solving backward stochastic differential equations (Q2301282) (← links)
• A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
• Bank monitoring incentives under moral hazard and adverse selection (Q2302840) (← links)
• Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
• Time-inconsistent recursive zero-sum stochastic differential games (Q2311592) (← links)
• Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
• Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← links)
• On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)