The following pages link to (Q4029028):
Displaying 50 items.
- Stochastic partial integral-differential equations with divergence terms (Q2184616) (← links)
- Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
- A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (Q2190004) (← links)
- Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
- Functional inequalities for forward and backward diffusions (Q2201508) (← links)
- Enhanced group analysis of a semi linear generalization of a general bond-pricing equation (Q2204806) (← links)
- Probabilistic interpretation of the Cauchy problem solution for systems of nonlinear parabolic equations (Q2206658) (← links)
- Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
- Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions (Q2209741) (← links)
- Convergence of the deep BSDE method for coupled FBSDEs (Q2223111) (← links)
- Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204) (← links)
- General mean-field BDSDEs with continuous coefficients (Q2235833) (← links)
- On nonlinear expectations and Markov chains under model uncertainty (Q2237129) (← links)
- Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787) (← links)
- A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric (Q2244578) (← links)
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
- Total value adjustment for European options in a multi-currency setting (Q2246492) (← links)
- HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition (Q2250578) (← links)
- BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
- BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
- Generalized fractional BSDE with jumps and Lipschitz coefficients (Q2273715) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Solvability of anticipated backward stochastic Volterra integral equations (Q2288758) (← links)
- Forward-backward SDEs with distributional coefficients (Q2289778) (← links)
- On approximation of BSDE and multi-step MLE-processes (Q2296084) (← links)
- Backward stochastic differential equations with Young drift (Q2296093) (← links)
- The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth (Q2296124) (← links)
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← 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)
- 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)
- On multilevel Picard numerical approximations for high-dimensional nonlinear parabolic partial differential equations and high-dimensional nonlinear backward stochastic differential equations (Q2316188) (← links)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Loss of regularity for Kolmogorov equations (Q2338908) (← links)
- When terminal facelift enforces delta constraints (Q2339121) (← links)
- On a class of backward stochastic Volterra integral equations (Q2339358) (← links)
- Backward doubly stochastic differential equations with stochastic Lipschitz condition (Q2339527) (← links)
- A cubature based algorithm to solve decoupled McKean-Vlasov forward-backward stochastic differential equations (Q2342392) (← links)
- A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
- Fractional backward stochastic differential equations and fractional backward variational inequalities (Q2346984) (← links)
- Multivalued backward stochastic differential equations with oblique subgradients (Q2347461) (← links)
- Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space (Q2348294) (← links)
- Backward stochastic variational inequalities on random interval (Q2348739) (← links)
- Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
- Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894) (← 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)
- Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
