Pages that link to "Item:Q3128079"

The following pages link to Backward stochastic differential equations and integral-partial differential equations (Q3128079):

Displaying 50 items.

• Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs (Q3445514) (← links)
• Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)
• NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS (Q3502915) (← links)
• ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES (Q3520561) (← links)
• (Q3542639) (← links)
• Utility maximization in a jump market model (Q3612251) (← links)
• Fractional semi-linear parabolic equations with unbounded data (Q3625574) (← links)
• (Q3626652) (← links)
• Homogenization of a Class of Integro-Differential Equations with Lévy Operators (Q3643207) (← links)
• (Q4263608) (← links)
• (Q4357511) (← links)
• (Q4379369) (← links)
• (Q4380610) (← links)
• Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration (Q4431483) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
• Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems (Q4916405) (← links)
• The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
• Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316) (← links)
• Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model (Q4981886) (← links)
• (Q4989417) (← links)
• Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (Q4999594) (← links)
• Generalized mean-field backward stochastic differential equations and related partial differential equations (Q5014759) (← links)
• On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations (Q5021119) (← links)
• On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples (Q5038289) (← links)
• Reflected and doubly reflected BSDEs driven by RCLL martingales (Q5038443) (← links)
• Asymptotic expansion for forward-backward SDEs with jumps (Q5086422) (← links)
• Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
• Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver (Q5086488) (← links)
• Multi-dimensional BSDEs driven by <i>G</i>-Brownian motion and related system of fully nonlinear PDEs (Q5086509) (← links)
• Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
• A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems (Q5110218) (← links)
• Stochastic recursive optimal control problem of reflected stochastic differential systems (Q5130093) (← links)
• Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
• The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures (Q5133924) (← links)
• Lévy Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences (Q5162017) (← links)
• The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps (Q5198520) (← links)
• Coupling Lévy measures and comparison principles for viscosity solutions (Q5241485) (← links)
• Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
• A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
• Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers (Q5262445) (← links)
• Backward stochastic differential equations with Markov switching driven by Brownian motion and Poisson random measure (Q5265772) (← links)
• A stochastic approach to a new type of parabolic variational inequalities (Q5265795) (← links)
• Prediction-Correction Scheme for Decoupled Forward Backward Stochastic Differential Equations with Jumps (Q5372048) (← links)
• Anticipated backward SDEs with jumps and quadratic-exponential growth drivers (Q5384785) (← links)
• L^p-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• (Q5429926) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
• The obstacle problem for semilinear parabolic partial integro-differential equations (Q5496375) (← links)