The following pages link to (Q4029028):
Displaying 50 items.
- 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)
- Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237) (← links)
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting (Q2685861) (← links)
- Probabilistic interpretation of the Cauchy problem for systems of nonlinear parabolic equations (Q2686556) (← links)
- A fully nonlinear Feynman-Kac formula with derivatives of arbitrary orders (Q2690084) (← links)
- Multidimensional BSDE with Poisson jumps of Osgood type (Q2690851) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations (Q2694433) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Nonparametric Estimation for FBSDEs Models with Applications in Finance (Q2786238) (← 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)
- Short-time asymptotic expansions of semilinear evolution equations (Q2799613) (← links)
- Reflected backward SDEs with general jumps (Q2811894) (← links)
- Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions (Q2856034) (← links)
- Probabilistic Counterparts of Nonlinear Parabolic Partial Differential Equation Systems (Q2946086) (← links)
- Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain (Q2949592) (← links)
- Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations (Q2956587) (← links)
- Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
- Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
- A BSDE Approach to Convex Risk Measures for Derivative Securities (Q3145066) (← links)
- BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
- Systems of Nonlinear Backward and Forward Kolmogorov Equations: Generalized Solutions (Q3389445) (← links)
- Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle (Q3423715) (← links)
- Optimal control of a stochastic heat equation with boundary-noise and boundary-control (Q3424601) (← links)
- Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514) (← links)
- Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator (Q3451748) (← links)
- UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (Q3460679) (← links)
- Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain (Q3518310) (← links)
- Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs (Q4238364) (← links)
- (Q4263608) (← links)
- Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures (Q4266386) (← links)
- Near-maximum principle for general recursive utility optimal control problem (Q4560986) (← links)
- Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
- G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion (Q4568485) (← links)
- Dynamics of solvency risk in life insurance liabilities (Q4575375) (← links)
- Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
- Anticipated backward stochastic variational inequalities with generalized reflection (Q4598554) (← links)
- Partial Approximate Controllability for Linear Stochastic Control Systems (Q4631458) (← links)
- Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise (Q4631723) (← links)
- REFLECTED BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYED GENERATORS (Q4639467) (← links)
- The COS method for option valuation under the SABR dynamics (Q4641563) (← links)
- Effect of Volatility Clustering on Indifference Pricing of Options by Convex Risk Measures (Q4682472) (← links)
- Analysis of Nonlinear Valuation Equations Under Credit and Funding Effects (Q4689900) (← links)
- Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems (Q4916405) (← links)
- Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
- Cubature method to solve BSDEs: Error expansion and complexity control (Q4960079) (← links)
- Non-Markovian fully coupled forward–backward stochastic systems and classical solutions of path-dependent PDES (Q4964411) (← links)
- Extended backward stochastic Volterra integral equations, Quasilinear parabolic equations, and Feynman–Kac formula (Q4965637) (← links)
- Numerical approximations of McKean anticipative backward stochastic differential equations arising in initial margin requirements (Q4967860) (← links)
