Pages that link to "Item:Q584199"

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

Displaying 50 items.

• Reflected backward SDEs with general jumps (Q2811894) (← links)
• BSDEs, càdlàg martingale problems, and orthogonalization under basis risk (Q2813078) (← links)
• Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition (Q2814784) (← links)
• Anticipated Backward Stochastic Differential Equation with Reflection (Q2816697) (← links)
• Reflected forward–backward stochastic differential equations and related PDEs (Q2821913) (← links)
• Asymptotics for FBSDES with Jumps and Connections with Partial Integral Differential Equations (Q2832852) (← links)
• Stochastic optimal control problems under G-expectation (Q2857152) (← links)
• Stochastic Saddle Paths and Economic Theory (Q2909729) (← links)
• Global maximum principle for the forward-backward stochastic optimal control problem with poisson jumps (Q2937877) (← 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)
• Minimal supersolutions of convex BSDEs under constraints (Q2954231) (← links)
• Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
• Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information (Q2970897) (← links)
• Reflected BSDEs when the obstacle is not right-continuous in a general filtration (Q2974529) (← links)
• HEDGING SWING OPTIONS (Q3005962) (← links)
• Representation of functionals of Ito processes and their first exit times (Q3017888) (← links)
• Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
• Optimal control problem for stochastic evolution equations in Hilbert spaces (Q3058317) (← links)
• Lp -solution of reflected generalized BSDEs with non-Lipschitz coefficients (Q3077699) (← links)
• Duality and semi-group property for backward parabolic Itô equations (Q3077711) (← links)
• Law of large numbers under the nonlinear expectation (Q3093460) (← links)
• BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS (Q3095483) (← links)
• Optimal control problems for stochastic delay evolution equations in Banach spaces (Q3098196) (← links)
• Stochastic controls of backward systems (Q3103216) (← links)
• BSDEs with random terminal time under enlarged filtration. American-style options hedging by an insider (Q3103217) (← links)
• Existence and optimality conditions in stochastic control of linear BSDEs (Q3103219) (← links)
• Homogenization of reflected semilinear PDEs with nonlinear Neumann boundary condition (Q3103222) (← links)
• Optimality conditions of controlled backward doubly stochastic differential equations (Q3103223) (← links)
• Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
• Optimal stopping of expected profit and cost yields in an investment under uncertainty (Q3108371) (← links)
• <i>L</i>^<i>p</i>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
• Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568) (← links)
• Maximum Principle for Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance (Q3145061) (← links)
• A BSDE Approach to Convex Risk Measures for Derivative Securities (Q3145066) (← links)
• <i>L</i>^<i>p</i>solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients (Q3145069) (← links)
• Limit theorems for BSDE with local time applications to non-linear PDE (Q3148778) (← links)
• Reflected BSDE and Reflected PDIE (Q3158158) (← links)
• Some Results on Nonlinear Backward Stochastic Evolution Equations (Q3158179) (← links)
• ANALYTICAL APPROXIMATION FOR NON-LINEAR FBSDEs WITH PERTURBATION SCHEME (Q3166711) (← links)
• OPTIMAL CONSUMPTION AND INVESTMENT IN INCOMPLETE MARKETS WITH GENERAL CONSTRAINTS (Q3173989) (← links)
• Dynamic programming principle and associated Hamilton-Jacobi-Bellman equation for stochastic recursive control problem with non-Lipschitz aggregator (Q3177921) (← links)
• BSDEs Driven by Multidimensional Martingales and Their Applications to Markets with Funding Costs (Q3178727) (← links)
• Utility maximization under<font><i>g</i>*</font>-expectation (Q3185982) (← links)
• REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS (Q3191838) (← links)
• Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
• INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES (Q3305787) (← links)
• COMPUTING ANTICIPATORY PROPERTY IN STOCHASTIC DIFFERENTIAL SYSTEMS (Q3375360) (← links)
• <i>L</i>^<i>p</i>-Variational solutions of multivalued backward stochastic differential equations (Q3383299) (← links)
• Semi-Parametric Estimation for Forward–Backward Stochastic Differential Equations (Q3391825) (← links)