Pages that link to "Item:Q584199"
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The following pages link to Adapted solution of a backward stochastic differential equation (Q584199):
Displaying 50 items.
- BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
- BSDE driven by Poisson point processes with discontinuous coefficient (Q2257520) (← links)
- Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control (Q2260468) (← links)
- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
- Valuation of futures options with initial margin requirements and daily price limit (Q2269620) (← links)
- Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients (Q2269623) (← links)
- BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
- A note on FBSDE characterization of mean exit times (Q2272016) (← links)
- A non-linear parabolic PDE with a distributional coefficient and its applications to stochastic analysis (Q2272512) (← links)
- Generalized fractional BSDE with jumps and Lipschitz coefficients (Q2273715) (← links)
- Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion (Q2273738) (← links)
- Transportation cost inequality for backward stochastic differential equations (Q2273740) (← links)
- Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case (Q2274111) (← links)
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← links)
- The obstacle problem for quasilinear stochastic PDEs with degenerate operator (Q2274292) (← links)
- Approximately reachable directions for piecewise linear switched systems (Q2274527) (← links)
- Optimal stochastic regulators with state-dependent weights (Q2278529) (← links)
- Mean field game for linear-quadratic stochastic recursive systems (Q2278541) (← links)
- A Feynman-Kac result via Markov BSDEs with generalised drivers (Q2278678) (← links)
- Backward stochastic Volterra integral equations -- representation of adapted solutions (Q2280018) (← links)
- Optimal control and zero-sum games for Markov chains of mean-field type (Q2280176) (← links)
- An exploration of \(L^p\)-theory for forward-backward stochastic differential equations with random coefficients on small durations (Q2287239) (← links)
- Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations (Q2287243) (← links)
- Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (Q2287586) (← 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-forward linear-quadratic mean-field games with major and minor agents (Q2296087) (← links)
- A branching particle system approximation for a class of FBSDEs (Q2296088) (← links)
- Stochastic global maximum principle for optimization with recursive utilities (Q2296089) (← links)
- Backward stochastic differential equations with Young drift (Q2296093) (← links)
- Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103) (← links)
- Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
- The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth (Q2296124) (← links)
- Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application (Q2298121) (← links)
- A martingale approach for fractional Brownian motions and related path dependent PDEs (Q2299585) (← links)
- \(L^p\) solutions of BSDEs with a new kind of non-Lipschitz coefficients (Q2300511) (← 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)
- An incomplete equilibrium with a stochastic annuity (Q2308176) (← links)
- Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration (Q2308363) (← links)
- Terminal-dependent statistical inference for the integral form of FBSDE (Q2312276) (← links)
- Explicit deferred correction methods for second-order forward backward stochastic differential equations (Q2316181) (← 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 for semi linear PDEs (Q2316193) (← links)
- Fractional backward stochastic variational inequalities with non-Lipschitz coefficient (Q2318625) (← links)
- \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
- Predictable representation for time inhomogeneous Lévy processes and BSDEs (Q2322283) (← links)
- Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients (Q2322667) (← links)
