Pages that link to "Item:Q674053"

The following pages link to Zero-sum stochastic differential games and backward equations (Q674053):

Displaying 50 items.

• Anticipated backward stochastic differential equations driven by the Teugels martingales (Q2019174) (← links)
• A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
• High order one-step methods for backward stochastic differential equations via Itô-Taylor expansion (Q2090362) (← links)
• Explicit multistep stochastic characteristic approximation methods for forward backward stochastic differential equations (Q2129143) (← links)
• A kind of non-zero sum mixed differential game of backward stochastic differential equation (Q2144044) (← links)
• Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← 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)
• Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
• Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games (Q2229567) (← links)
• Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787) (← links)
• BSDE driven by Poisson point processes with discontinuous coefficient (Q2257520) (← links)
• BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
• Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs (Q2272015) (← links)
• Zero-sum stochastic differential games of generalized McKean-Vlasov type (Q2274021) (← links)
• Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
• Fractional backward stochastic variational inequalities with non-Lipschitz coefficient (Q2318625) (← links)
• On a class of backward stochastic Volterra integral equations (Q2339358) (← links)
• Backward doubly stochastic differential equations with stochastic Lipschitz condition (Q2339527) (← links)
• Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (Q2378265) (← links)
• Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
• The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions (Q2405913) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
• Approximation scheme for solutions of backward stochastic differential equations via the representation theorem (Q2469438) (← links)
• The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
• Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
• An approximation result for a nonlinear Neumann boundary value problem via BSDEs (Q2485812) (← links)
• Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
• Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
• Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)
• BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
• Stochastic differential switching game in infinite horizon (Q2633673) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
• On the convergence of closed-loop Nash equilibria to the mean field game limit (Q2657922) (← links)
• Fractional backward SDEs with locally monotone coefficient and application to PDEs (Q2692942) (← links)
• Stochastic zero-sum differential games and backward stochastic differential equations (Q2692945) (← links)
• Reflected BSDE of Wiener-Poisson type in time-dependent domains (Q2811918) (← links)
• Stochastic optimal control problems under G-expectation (Q2857152) (← links)
• Price game and chaos control among three oligarchs with different rationalities in property insurance market (Q2944629) (← links)
• Lp -solution of reflected generalized BSDEs with non-Lipschitz coefficients (Q3077699) (← links)
• On derivatives with illiquid underlying and market manipulation (Q3088325) (← links)
• Homogenization of reflected semilinear PDEs with nonlinear Neumann boundary condition (Q3103222) (← links)
• <i>L</i>^<i>p</i>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
• Limit theorems for BSDE with local time applications to non-linear PDE (Q3148778) (← links)
• Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (Q3178443) (← links)
• (Q4447159) (← links)