Pages that link to "Item:Q584199"
From MaRDI portal
The following pages link to Adapted solution of a backward stochastic differential equation (Q584199):
Displaying 50 items.
- Anticipated backward stochastic differential equations with left-Lipschitz coefficient (Q2006713) (← links)
- Numerical methods for a class of nonlocal diffusion problems with the use of backward SDEs (Q2007289) (← links)
- Mean-field anticipated BSDEs driven by fractional Brownian motion and related stochastic control problem (Q2009377) (← links)
- Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
- Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment (Q2010908) (← links)
- An FBSDE approach to American option pricing with an interacting particle method (Q2013320) (← links)
- Perturbative expansion technique for non-linear FBSDEs with interacting particle method (Q2013321) (← links)
- Multistep schemes for forward backward stochastic differential equations with jumps (Q2014031) (← links)
- Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
- Backward stochastic Volterra integral equations -- a brief survey (Q2016921) (← links)
- Brownian equilibria under Knightian uncertainty (Q2018550) (← links)
- Comparison theorems for some backward stochastic Volterra integral equations (Q2018558) (← links)
- Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (Q2018561) (← links)
- A Bismut-Elworthy formula for quadratic BSDEs (Q2018566) (← links)
- Anticipated backward stochastic differential equations driven by the Teugels martingales (Q2019174) (← links)
- Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
- Anticipated BSDEs driven by two mutually independent fractional Brownian motions with non-Lipschitz coefficients (Q2022312) (← links)
- Neural networks-based backward scheme for fully nonlinear PDEs (Q2022970) (← links)
- Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs (Q2025173) (← links)
- High-order combined multi-step scheme for solving forward backward stochastic differential equations (Q2028543) (← links)
- Obliquely reflected backward stochastic differential equations (Q2028961) (← 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 class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
- Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
- Optimal stopping of marked point processes and reflected backward stochastic differential equations (Q2041000) (← 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)
- Reflected backward stochastic differential equation with rank-based data (Q2042035) (← links)
- A study of backward stochastic differential equation on a Riemannian manifold (Q2042810) (← links)
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
- Mean-field backward stochastic differential equations driven by fractional Brownian motion (Q2044792) (← links)
- Recursive utility processes, dynamic risk measures and quadratic backward stochastic Volterra integral equations (Q2045114) (← links)
- Global controllability for quasilinear nonnegative definite system of ODEs and SDEs (Q2046570) (← links)
- \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients (Q2047243) (← links)
- BSDEs with logarithmic growth driven by Brownian motion and Poisson random measure and connection to stochastic control problem (Q2054942) (← links)
- Multilevel Picard iterations for solving smooth semilinear parabolic heat equations (Q2063953) (← links)
- A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← 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)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Existence and uniqueness of solution for coupled fractional mean-field forward-backward stochastic differential equations (Q2081748) (← links)
- Solvability of a class of mean-field BSDEs with quadratic growth (Q2081771) (← links)
- Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896) (← links)
- On generalized reflected BSDEs with Rcll obstacle (Q2088569) (← links)
- Solving BSDEs based on novel multi-step schemes and multilevel Monte Carlo (Q2088763) (← links)
- Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control (Q2089111) (← links)
