Pages that link to "Item:Q584199"

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

Displaying 50 items.

• Harnack inequality for mean-field stochastic differential equations (Q385119) (← links)
• Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750) (← links)
• Second order reflected backward stochastic differential equations (Q389069) (← links)
• BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
• Pricing and hedging problem of foreign currency option with higher borrowing rate (Q394479) (← links)
• Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition (Q400582) (← links)
• Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
• Mixed boundary value problems of semilinear elliptic PDEs and BSDEs with singular coefficients (Q402487) (← links)
• Solvability of forward-backward stochastic partial differential equations (Q402714) (← links)
• Splitting multidimensional BSDEs and finding local equilibria (Q402721) (← links)
• Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
• Multivalued backward stochastic differential equations with time delayed generators (Q403184) (← links)
• Explicit solutions to quadratic BSDEs and applications to utility maximization in multivariate affine stochastic volatility models (Q404585) (← links)
• Applications of an infinite horizon BSDE's to an impulse control problem (Q412589) (← links)
• Numerical schemes for multivalued backward stochastic differential systems (Q424108) (← links)
• Optimal variational principle for backward stochastic control systems associated with Lévy processes (Q424326) (← links)
• Existence, minimality and approximation of solutions to BSDEs with convex drivers (Q424485) (← links)
• Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
• Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier (Q426712) (← links)
• A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q426974) (← links)
• On backward stochastic differential equations and strict local martingales (Q429279) (← links)
• Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients (Q430972) (← links)
• Reflected backward stochastic differential equations with time delayed generators (Q433591) (← links)
• Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
• \(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space (Q434367) (← links)
• Wellposedness of second order backward SDEs (Q438976) (← links)
• Backward stochastic differential equations with rough drivers (Q439882) (← links)
• Comparison theorems for the multidimensional BDSDEs and applications (Q442865) (← links)
• Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
• Maximum principle for stochastic recursive optimal control problems involving impulse controls (Q448783) (← links)
• Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
• Stochastic verification theorem of forward-backward controlled systems for viscosity solutions (Q450796) (← links)
• One-dimensional BSDEs with left-continuous, lower semi-continuous and linear-growth generators (Q451158) (← links)
• One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients (Q451172) (← links)
• Stochastic optimal control and BSDEs with logarithmic growth (Q452075) (← links)
• Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
• On the quasi-linear reflected backward stochastic partial differential equations (Q461705) (← links)
• On existence and uniqueness of solutions to uncertain backward stochastic differential equations (Q462275) (← links)
• Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
• Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
• Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game (Q466184) (← links)
• Progressive enlargement of filtrations and backward stochastic differential equations with jumps (Q471510) (← links)
• A class of backward doubly stochastic differential equations with discontinuous coefficients (Q477542) (← links)
• Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions (Q482805) (← links)
• Liquidity risk, price impacts and the replication problem (Q483927) (← links)
• Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem (Q485441) (← links)
• Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
• A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
• BSDEs with polynomial growth generators in a defaultable market (Q488680) (← links)
• Comparison theorems for anticipated BSDEs with non-Lipschitz coefficients (Q488764) (← links)