Pages that link to "Item:Q584199"

The following pages link to Adapted solution of a backward stochastic differential equation (Q584199):

Displaying 50 items.

• \(L^p (p > 1)\) solutions of BSDEs with generators satisfying some non-uniform conditions in \(t\) and \(\omega\) (Q2181711) (← links)
• Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
• Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132) (← links)
• Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
• Stochastic partial integral-differential equations with divergence terms (Q2184616) (← links)
• Branching diffusion representation of semi-linear elliptic PDEs and estimation using Monte Carlo method (Q2186658) (← links)
• Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
• Dynkin game under \(g\)-expectation in continuous time (Q2189342) (← links)
• Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
• Reflected backward stochastic partial differential equations in a convex domain (Q2196539) (← links)
• Necessary condition for optimal control of doubly stochastic systems (Q2197193) (← links)
• A note on optional Snell envelopes and reflected backward SDEs (Q2197605) (← links)
• An efficient third-order scheme for BSDEs based on nonequidistant difference scheme (Q2200790) (← links)
• Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (Q2201474) (← links)
• A type of globally solvable BSDEs with triangularly quadratic generators (Q2201488) (← links)
• Functional inequalities for forward and backward diffusions (Q2201508) (← links)
• Second order backward SDE with random terminal time (Q2201514) (← links)
• BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)
• Approximation of backward stochastic partial differential equations by a splitting-up method (Q2208280) (← 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)
• W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory (Q2212046) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• Master equation for finite state mean field games with additive common noise (Q2223590) (← links)
• Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
• Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games (Q2229567) (← links)
• Backward stochastic differential equations with Markov chains and associated PDEs (Q2232204) (← links)
• General mean-field BDSDEs with continuous coefficients (Q2235833) (← links)
• BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
• Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach (Q2238894) (← links)
• Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
• Social optima of backward linear-quadratic-Gaussian mean-field teams (Q2238971) (← links)
• Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process (Q2239787) (← links)
• Linear backward stochastic differential equations with Gaussian Volterra processes (Q2240074) (← links)
• Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach (Q2240578) (← links)
• Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
• Approximation of BSDEs with super-linearly growing generators by Euler's polygonal line method: a simple proof of the existence (Q2242896) (← links)
• Monotonic limit theorem for BSDEs with regulated trajectories (Q2244479) (← links)
• A probabilistic representation for heat flow of harmonic map on manifolds with time-dependent Riemannian metric (Q2244578) (← links)
• Transportation cost inequality for backward stochastic differential equations with mean reflection (Q2244581) (← links)
• Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
• A Knightian irreversible investment problem (Q2247720) (← links)
• Partially observed time-inconsistency recursive optimization problem and application (Q2247911) (← links)
• The \(\mathcal S\)-transform of sub-fBm and an application to a class of linear subfractional BSDEs (Q2248470) (← links)
• Anticipated backward stochastic differential equations with jumps under the non-Lipschitz condition (Q2251710) (← links)
• A necessary condition for optimal control of~initial coupled forward-backward stochastic differential equations with~partial information (Q2251741) (← links)
• Backward stochastic partial differential equations with quadratic growth (Q2252481) (← 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)
• Backward stochastic partial differential equations related to utility maximization and hedging (Q2255961) (← links)