The following pages link to (Q4029028):
Displaying 50 items.
- Backward stochastic differential equations with random stopping time and singular final condition (Q2370097) (← 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)
- HJB equations in infinite dimensions under weak regularizing properties (Q2397772) (← links)
- On the integral representation of \(g\)-expectations with terminal constraints (Q2400639) (← links)
- Representation and converse comparison theorems for multidimensional BSDEs (Q2406779) (← links)
- Option prices under liquidity risk as weak solutions of semilinear diffusion equations (Q2410980) (← links)
- Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels (Q2414738) (← links)
- Infinite horizon optimal control of mean-field forward-backward delayed systems with Poisson jumps (Q2415098) (← links)
- BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient (Q2415412) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
- \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
- On viscosity solutions of path dependent PDEs (Q2438749) (← links)
- Backward stochastic viability and related properties on \(Z\) for BSDEs with applications (Q2439873) (← links)
- SPDEs with polynomial growth coefficients and the Malliavin calculus method (Q2444639) (← links)
- BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- Second order discretization of backward SDEs and simulation with the cubature method (Q2448692) (← links)
- Runge-Kutta schemes for backward stochastic differential equations (Q2448693) (← links)
- BSDEs with terminal conditions that have bounded Malliavin derivative (Q2452450) (← links)
- Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
- Stationary solutions of SPDEs and infinite horizon BDSDEs (Q2461236) (← links)
- Discrete-time approximation of decoupled Forward-Backward SDE with jumps (Q2469490) (← links)
- Forward-backward SDEs and the CIR model (Q2471244) (← links)
- A class of backward stochastic differential equations with discontinuous coefficients (Q2474509) (← links)
- Time discretization and Markovian iteration for coupled FBSDEs (Q2476402) (← links)
- Application of homogenization and large deviations to a parabolic semilinear equation (Q2481832) (← links)
- Rational expectations models: An approach using forward-backward stochastic differential equations (Q2482634) (← links)
- Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces (Q2483468) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- On the comparison theorem for multidimensional BSDEs (Q2499743) (← links)
- Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)
- Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
- BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975) (← links)
- Discrete-time approximation for continuously and discretely reflected BSDEs (Q2518617) (← links)
- Representation of solutions to BSDEs associated with a degenerate FSDE (Q2572394) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534) (← links)
- Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs (Q2633841) (← links)
- Stochastic representation of weak solutions of viscous conservation laws: a BSDE approach (Q2636933) (← links)
- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
- Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911) (← links)
- Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
- A Fourier transform method for solving backward stochastic differential equations (Q2671235) (← links)
