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.
- FBSDE approach to utility portfolio selection in a market with random parameters (Q2479338) (← links)
- Properties of solutions of BSDEs with integrable parameters (Q2480096) (← links)
- The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk (Q2481788) (← links)
- Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems (Q2481925) (← 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)
- Converse comparison theorems for backward stochastic differential equations (Q2483852) (← links)
- Inequalities for upper and lower probabilities (Q2483891) (← 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)
- An approximation result for a nonlinear Neumann boundary value problem via BSDEs (Q2485812) (← links)
- A comonotonic theorem for BSDEs (Q2485815) (← links)
- Completeness of security markets and solvability of linear backward stochastic differential equations (Q2488814) (← links)
- A forward-backward stochastic algorithm for quasi-linear PDEs (Q2494576) (← links)
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373) (← links)
- Backward stochastic Volterra integral equations and some related problems (Q2495382) (← links)
- Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations (Q2495721) (← links)
- Existence of the solutions of backward-forward SDE's with continuous monotone coefficients (Q2497820) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- A generalized existence theorem of BSDEs (Q2499673) (← links)
- Minimax pricing and Choquet pricing (Q2499830) (← links)
- Backward stochastic differential equations on manifolds. II (Q2503164) (← links)
- Singular control of stochastic linear systems with recursive utility (Q2503568) (← links)
- Explicit solutions of a class of linear fractional BSDEs (Q2504564) (← links)
- Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations (Q2507598) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- \(L^p\) \((p>1)\) solutions for one-dimensional BSDEs with linear-growth generators (Q2511018) (← links)
- Infinite time interval RBSDEs with non-Lipschitz coefficients (Q2512588) (← links)
- Reflected BSDEs in time-dependent convex regions (Q2512847) (← links)
- Reflected BSDEs with nonpositive jumps, and controller-and-stopper games (Q2512848) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
- Anticipated BSDEs driven by time-changed Lévy noises (Q2515854) (← links)
- BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975) (← links)
- Necessary condition for optimality of forward-backward doubly system (Q2516951) (← links)
- BSDEs driven by Lévy process with enlarged filtration and applications in finance (Q2518951) (← links)
- Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677) (← links)
- Optimal mean-variance investment and reinsurance problems for the risk model with common shock dependence (Q2520452) (← links)
- Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps (Q2572198) (← links)
- Utility maximization in incomplete markets (Q2572389) (← links)
- A regression-based Monte Carlo method to solve backward stochastic differential equations (Q2572405) (← links)
- A probabilistic interpretation of the divergence and BSDE's. (Q2574533) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- \(L^p\) solutions of backward stochastic differential equations. (Q2574605) (← links)
- Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. (Q2574611) (← links)
- Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier (Q2575557) (← links)
- Representation theorems for generators of backward stochastic differential equations and their applications (Q2575812) (← links)
- BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534) (← links)
