The following pages link to (Q4263364):
Displaying 50 items.
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- An approximation result for a nonlinear Neumann boundary value problem via BSDEs (Q2485812) (← links)
- Backward stochastic differential equations with two distinct reflecting barriers and quadratic growth generator (Q2498190) (← links)
- Backward stochastic differential equations on manifolds. II (Q2503164) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← 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)
- A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE. (Q2574637) (← links)
- Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
- Gain/loss asymmetric stochastic differential utility (Q2661667) (← links)
- General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition (Q2671649) (← links)
- Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
- Fractional backward SDEs with locally monotone coefficient and application to PDEs (Q2692942) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- Scaling limit for stochastic control problems in population dynamics (Q2701092) (← links)
- Reflected BSDE's with discontinuous barrier and time delayed generators (Q2786476) (← links)
- Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem (Q2796108) (← links)
- Reflected backward SDEs with general jumps (Q2811894) (← links)
- Necessary stochastic maximum principle for dissipative systems on infinite time horizon (Q2963509) (← links)
- <i>L</i><sup><i>p</i></sup>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q3145069) (← links)
- Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
- <i>L</i><sup><i>p</i></sup>-Variational solutions of multivalued backward stochastic differential equations (Q3383299) (← links)
- Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator (Q3451748) (← links)
- Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs (Q4238364) (← links)
- (Q4379369) (← links)
- General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales (Q4584670) (← links)
- One dimensional BSDEs with logarithmic growth application to PDEs (Q4584686) (← links)
- Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions (Q4676430) (← links)
- Infinite horizon backward stochastic Volterra integral equations and discounted control problems (Q5016158) (← links)
- A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
- (Q5044125) (← links)
- Manifold Learning and Nonlinear Homogenization (Q5050434) (← links)
- Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients (Q5065037) (← links)
- <font><i>L<sup>p</sup></i></font> solutions of anticipated BSDEs with weak monotonicity and general growth generators (Q5086136) (← links)
- Backward SDEs and infinite horizon stochastic optimal control (Q5107935) (← links)
- Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
- A framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
- Lp solutions of infinite time interval backward doubly stochastic differential equations (Q5157354) (← links)
- Numerical Stability Analysis of the Euler Scheme for BSDEs (Q5253605) (← links)
- Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach (Q5429612) (← links)
- Weak Solutions of Semilinear PDEs in Sobolev Spaces and Their Probabilistic Interpretation via the FBSDEs (Q5484533) (← links)
- Some analytic approximations for backward stochastic differential equations (Q5865298) (← links)
- BSDEs, convergence in law and homogenization of semilinear parabolic SDEs (Q5929090) (← links)
- Forward–backward stochastic differential equations with delay generators (Q6038468) (← links)
- McKean-Vlasov BSDEs with locally monotone coefficient (Q6050136) (← links)
- Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations (Q6111874) (← links)
- \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration (Q6112112) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
- Epstein‐Zin utility maximization on a random horizon (Q6146695) (← links)
- Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution (Q6157008) (← links)
