Pages that link to "Item:Q584199"

The following pages link to Adapted solution of a backward stochastic differential equation (Q584199):

Displaying 50 items.

• 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)
• Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
• A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) (Q2638357) (← links)
• A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations (Q2642033) (← links)
• Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps (Q2642034) (← links)
• The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients (Q2654205) (← links)
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition (Q2654210) (← links)
• Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion (Q2658004) (← links)
• Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes (Q2660165) (← links)
• Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766) (← links)
• On the backward stochastic differential equation with generator \(f(y)|z|^2\) (Q2661266) (← links)
• Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control (Q2661843) (← links)
• Averaging principle for backward stochastic differential equations (Q2662996) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
• Mean-field backward stochastic differential equations with reflection and related nonlocal PDEs in a convex domain (Q2667765) (← links)
• Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators (Q2670782) (← links)
• A Fourier transform method for solving backward stochastic differential equations (Q2671235) (← links)
• An FBSDE approach to market impact games with stochastic parameters (Q2671645) (← links)
• General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition (Q2671649) (← links)
• Sufficient and necessary conditions of near-optimal controls for a diffusion dengue model with Lévy noise (Q2672973) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• Solving non-linear Kolmogorov equations in large dimensions by using deep learning: a numerical comparison of discretization schemes (Q2680327) (← links)
• Bang-bang control for a class of optimal stochastic control problems with symmetric cost functional (Q2681390) (← links)
• A multi-step algorithm for BSDEs based on a predictor-corrector scheme and least-squares Monte Carlo (Q2684920) (← links)
• Cointegration analysis of hazard rates and CDSs: applications to pairs trading strategy (Q2685101) (← links)
• Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
• Probabilistic interpretation of the Cauchy problem for systems of nonlinear parabolic equations (Q2686556) (← links)
• Existence of solution for mean-field reflected discontinuous backward doubly stochastic differential equation (Q2690765) (← links)
• BSDEs driven by two mutually independent fractional Brownian motions with stochastic Lipschitz coefficients (Q2690814) (← links)
• Multidimensional BSDE with Poisson jumps of Osgood type (Q2690851) (← links)
• Fractional backward SDEs with locally monotone coefficient and application to PDEs (Q2692942) (← links)
• Stochastic zero-sum differential games and backward stochastic differential equations (Q2692945) (← links)
• Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
• Nonlocal fully nonlinear parabolic differential equations arising in time-inconsistent problems (Q2696218) (← links)
• An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
• A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise (Q2698194) (← links)
• Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
• Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach (Q2701088) (← links)
• Reflected BSDE's with discontinuous barrier and time delayed generators (Q2786476) (← links)
• Linked recursive preferences and optimality (Q2788691) (← links)
• Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem (Q2796108) (← links)
• Necessary condition for near optimal control of linear forward–backward stochastic differential equations (Q2797633) (← links)
• Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity (Q2799360) (← links)
• Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
• A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
• <i>L</i>^<i>p</i>solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions (Q2803517) (← links)
• Multidimensional quadratic and subquadratic BSDEs with special structure (Q2804014) (← links)
• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
• A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA (Q2808183) (← links)