Pages that link to "Item:Q2434501"

The following pages link to Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501):

Displaying 50 items.

• Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
• Exit times for semimartingales under nonlinear expectation (Q2229688) (← links)
• BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
• Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007) (← links)
• Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs (Q2238887) (← links)
• Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
• Convergence to a self-normalized G-Brownian motion (Q2296092) (← links)
• Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
• Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
• Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319) (← links)
• Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844) (← links)
• Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion (Q2658004) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
• Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
• Extended conditional \(G\)-expectations and related stopping times (Q2671652) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
• Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity (Q2799360) (← links)
• A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
• Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
• A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET (Q4796584) (← links)
• On Monotonicity and Order-Preservation for Multidimensional<i>G</i>-Diffusion Processes (Q4981995) (← links)
• Backward stochastic differential equations with generators of Osgood type driven by \(G\)-Brownian motion (Q4983961) (← links)
• (Q4988574) (← links)
• Stability of solutions of Caputo fractional stochastic differential equations (Q5009863) (← links)
• Schwarz Method for Financial Engineering (Q5079519) (← links)
• Multi-dimensional BSDEs driven by <i>G</i>-Brownian motion and related system of fully nonlinear PDEs (Q5086509) (← links)
• Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
• Mean‐field backward stochastic differential equations driven by <i>G</i>‐Brownian motion and related partial differential equations (Q5120014) (← links)
• Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs (Q5210850) (← links)
• Multi-valued backward stochastic differential equations driven by<i>G</i>-Brownian motion and its applications (Q5348413) (← links)
• Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion (Q5375928) (← links)
• Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
• Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q5384790) (← links)
• Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
• Mean-field backward stochastic differential equations driven by <i>G</i>-Brownian motion with uniformly continuous coefficients (Q5867300) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
• Quadratic BSDEs with mean reflection driven by G-brownian motion (Q6090805) (← links)
• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion under weakly coupling condition (Q6097700) (← links)
• Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
• \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
• Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)
• Survey on path-dependent PDEs (Q6183904) (← links)
• Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients (Q6192583) (← links)
• Wellposedness of second order reflected BSDEs: A new formulation (Q6198002) (← links)
• A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem (Q6540466) (← links)
• Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients (Q6540658) (← links)
• \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE (Q6543813) (← links)
• Regularity and optimality necessary conditions for system of G-stochastic differential equations (Q6544210) (← links)
• Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition (Q6556252) (← links)