The following pages link to (Q4357500):
Displaying 48 items.
- Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q2449229) (← links)
- Solvability of backward stochastic differential equations with quadratic growth (Q2476890) (← links)
- \(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition (Q2478410) (← links)
- Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces (Q2483468) (← links)
- Necessary condition for optimality of forward-backward doubly system (Q2516951) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
- Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766) (← links)
- Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
- General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition (Q2671649) (← links)
- Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales (Q2671650) (← links)
- Stochastic zero-sum differential games and backward stochastic differential equations (Q2692945) (← links)
- Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity (Q2799360) (← links)
- BSDEs, càdlàg martingale problems, and orthogonalization under basis risk (Q2813078) (← links)
- Backward Stochastic Difference Equations with Finite States (Q2909972) (← links)
- Valuation and Hedging of Contracts with Funding Costs and Collateralization (Q2941474) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
- (Q3533357) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Backward stochastic differential equations with unbounded generators (Q4630519) (← links)
- TENOR SPECIFIC PRICING (Q4649506) (← links)
- Bounded solutions for general time interval BSDEs with quadratic growth coefficients and stochastic conditions (Q4687200) (← links)
- Optimal Design of Dynamic Default Risk Measures (Q4903036) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- (Q4989417) (← links)
- Backward stochastic Volterra integral equations with jumps in a general filtration (Q4990913) (← links)
- Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
- BSDEs and Enlargement of Filtration (Q5038296) (← links)
- Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
- BSDEs driven by normal martingale (Q5071309) (← links)
- Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems (Q5095532) (← links)
- A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
- Contract Theory in a VUCA World (Q5232267) (← links)
- Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time (Q5268389) (← links)
- GKW representation theorem under restricted information: An application to risk-minimization (Q5417124) (← links)
- Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund (Q5938016) (← links)
- Generalized backward stochastic differential equations with jumps in a general filtration (Q6073714) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
- BSDEs with stochastic Lipschitz condition: a general result (Q6090958) (← links)
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion under weakly coupling condition (Q6097700) (← links)
- Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions (Q6143169) (← links)
- Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients (Q6494477) (← links)
- Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)
- Reflections on BSDEs (Q6545184) (← links)
- Mean reflected BSDE driven by a marked point process and application in insurance risk management (Q6582307) (← links)
- Penalization schemes for BSDEs and reflected BSDEs with generalized driver (Q6612335) (← links)
