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.
- Dynamic risk measures for processes via backward stochastic differential equations (Q2415962) (← links)
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
- A Monte Carlo method for backward stochastic differential equations with Hermite martingales (Q2417976) (← links)
- Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications (Q2424363) (← links)
- Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm (Q2426012) (← links)
- A uniqueness theorem for the solution of backward stochastic differential equations (Q2427230) (← links)
- A generalized comparison theorem for BSDEs and its applications (Q2428525) (← links)
- Near-optimal control for stochastic recursive problems (Q2430960) (← links)
- A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations (Q2431046) (← links)
- BSDE with quadratic growth and unbounded terminal value (Q2431750) (← links)
- Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
- Weak solutions of backward stochastic differential equations with continuous generator (Q2434508) (← links)
- A numerical algorithm for a class of BSDEs via the branching process (Q2434758) (← 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)
- Some properties of \(g\)-convex functions (Q2441132) (← links)
- Continuous-time mean-variance portfolio selection with random horizon (Q2441394) (← links)
- A generalized Girsanov transformation of finite state stochastic processes in discrete time (Q2444373) (← links)
- A simple constructive approach to quadratic BSDEs with or without delay (Q2447694) (← links)
- BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- BSDE with jumps and non-Lipschitz coefficients: application to large deviations (Q2448570) (← links)
- Runge-Kutta schemes for backward stochastic differential equations (Q2448693) (← links)
- Dynamic mean-variance and optimal reinsurance problems under the no-bankruptcy constraint for an insurer (Q2449384) (← links)
- Minimal supersolutions of BSDEs with lower semicontinuous generators (Q2451110) (← links)
- BSDEs with terminal conditions that have bounded Malliavin derivative (Q2452450) (← links)
- Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients (Q2453522) (← links)
- On approximation of the backward stochastic differential equation (Q2453615) (← links)
- Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166) (← links)
- The optimal control related to Riemannian manifolds and the viscosity solutions to Hamilton-Jacobi-Bellman equations (Q2454172) (← links)
- Simulation of BSDEs by Wiener chaos expansion (Q2454405) (← links)
- Two comparison theorems of BSDEs (Q2454992) (← links)
- Continuous dependence properties on solutions of backward stochastic differential equation (Q2454998) (← links)
- Stationary solutions of SPDEs and infinite horizon BDSDEs (Q2461236) (← links)
- The effects of changing margin levels on futures options price (Q2461310) (← links)
- A forward scheme for backward SDEs (Q2464848) (← links)
- Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions (Q2465271) (← links)
- On comparison theorem and solutions of BSDEs for Lévy processess (Q2468797) (← links)
- Approximation scheme for solutions of backward stochastic differential equations via the representation theorem (Q2469438) (← links)
- A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
- Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119) (← links)
- A Kalman-type condition for stochastic approximate controllability (Q2472985) (← links)
- A class of backward stochastic differential equations with discontinuous coefficients (Q2474509) (← links)
- Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (Q2476405) (← links)
- Solvability of backward stochastic differential equations with quadratic growth (Q2476890) (← links)
- \(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition (Q2478410) (← links)
