Pages that link to "Item:Q584199"

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

Displaying 50 items.

• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• Sub-concave and sub-convex capacities (Q2328917) (← links)
• A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687) (← links)
• On a class of backward stochastic Volterra integral equations (Q2339358) (← links)
• A new representation for second order stochastic integral-differential operators and its applications (Q2343564) (← links)
• A new comparison theorem of multidimensional BSDEs (Q2343572) (← links)
• Representation theorems for generators of BSDEs with monotonic and convex growth generators (Q2343654) (← links)
• Continuous dependence property of BSDE with constraints (Q2344469) (← links)
• Solutions for functional fully coupled forward-backward stochastic differential equations (Q2344869) (← links)
• A probabilistic weak formulation of mean field games and applications (Q2346070) (← 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)
• Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
• Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset (Q2351707) (← links)
• Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
• Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← 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)
• BMO martingales and positive solutions of heat equations (Q2356556) (← links)
• Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
• Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844) (← links)
• Convergence error estimates of the Crank-Nicolson scheme for solving decoupled FBSDEs (Q2361013) (← links)
• Discontinuous backward doubly stochastic differential equations with Poisson jumps (Q2361605) (← links)
• Efficient spectral sparse grid approximations for solving multi-dimensional forward backward sdes (Q2364743) (← links)
• Backward stochastic differential equations and applications to optimal control (Q2366091) (← links)
• Solvability of some quadratic BSDEs without exponential moments (Q2376627) (← 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)
• Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763) (← links)
• Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
• Itô maps and analysis on path spaces (Q2384754) (← links)
• A relationship between the conditional \(g\)-evaluation system and the generator \(g\) and its applica\-tions (Q2385333) (← links)
• A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
• HJB equations in infinite dimensions under weak regularizing properties (Q2397772) (← links)
• A maximum principle for general backward stochastic differential equation (Q2400066) (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
• Maximum principle for partially-observed optimal control problems of stochastic delay systems (Q2400451) (← links)
• On the integral representation of \(g\)-expectations with terminal constraints (Q2400639) (← links)
• Application of BSDE in standard inventory financing loan (Q2403874) (← links)
• Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
• On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780) (← links)
• The adapted solutions and comparison theorem for anticipated backward stochastic differential equations with Poisson jumps under the weak conditions (Q2405913) (← links)
• Representation and converse comparison theorems for multidimensional BSDEs (Q2406779) (← links)
• Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
• \(\mathbb L^p\) solutions of backward stochastic differential equations with jumps (Q2408993) (← links)
• Mean-field risk sensitive control and zero-sum games for Markov chains (Q2414443) (← links)
• Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
• A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
• BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412) (← links)