Pages that link to "Item:Q584199"

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

Displaying 50 items.

• A general maximum principle for optimal control of forward-backward stochastic systems (Q490631) (← links)
• Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases (Q492172) (← links)
• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
• Anticipative backward stochastic differential equations driven by fractional Brownian motion (Q504474) (← links)
• Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach (Q505633) (← links)
• Representation theorems for generators of BSDEs in \(L_p\) spaces (Q511167) (← links)
• A convolution method for numerical solution of backward stochastic differential equations (Q518855) (← links)
• A stochastic maximum principle for general mean-field systems (Q520349) (← links)
• Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
• A stochastic Fubini theorem: BSDE method (Q523887) (← links)
• Maximum principle for a stochastic delayed system involving terminal state constraints (Q527801) (← links)
• Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schrödinger's equation, and hydrodynamic organization of near-molecular-scale vorticity (Q531312) (← links)
• Stochastic representations of derivatives of solutions of one-dimensional parabolic variational inequalities with Neumann boundary conditions (Q537129) (← links)
• Dynamic investment strategies to reaction-diffusion systems based upon stochastic differential utilities (Q538320) (← links)
• Convex Hamilton-Jacobi equations under superlinear growth conditions on data (Q538471) (← links)
• Existence of optimal controls for systems driven by FBSDEs (Q539918) (← links)
• A maximum principle for partially observed optimal control of forward-backward stochastic control systems (Q543062) (← links)
• Existence and uniqueness result for a backward stochastic differential equation whose generator is Lipschitz continuous in \(y\) and uniformly continuous in \(z\) (Q545561) (← links)
• On a class of backward doubly stochastic differential equations (Q546054) (← links)
• Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations (Q547354) (← links)
• Backward doubly stochastic differential equations with weak assumptions on the coefficients (Q548009) (← links)
• Existence conditions and variational approach for adapted solutions of the two-point boundary value problem of stochastic differential equations (Q548350) (← links)
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs (Q550005) (← links)
• Optimal stopping for non-linear expectations. II (Q550130) (← links)
• Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
• One-dimensional BSDEs with finite and infinite time horizons (Q550145) (← links)
• General existence results for reflected BSDE and BSDE (Q554228) (← links)
• FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity (Q554465) (← links)
• Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
• On controllability for stochastic control systems when the coefficient is time-variant (Q601888) (← links)
• A property of \(g\)-probabilities (Q601941) (← links)
• The application of backward stochastic differential equation with stopping time in hedging American contingent claims (Q603497) (← links)
• A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807) (← links)
• A generalized existence theorem of backward doubly stochastic differential equations (Q606303) (← links)
• Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277) (← links)
• A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control (Q607563) (← links)
• A class of BSDE with integrable parameters (Q613205) (← links)
• A converse comparison theorem for backward stochastic differential equations with jumps (Q625023) (← links)
• Inf-convolution of \(G\)-expectations (Q625814) (← links)
• Reflected BSDE with a constraint and its applications in an incomplete market (Q637071) (← links)
• Numerical solutions of backward stochastic differential equations: a finite transposition method (Q639632) (← links)
• Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
• A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
• Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
• Semilinear backward doubly stochastic differential equations and SPDEs driven by fractional Brownian motion with Hurst parameter in \((0,1/2)\) (Q653654) (← links)
• Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
• On the orthogonal component of BSDEs in a Markovian setting (Q654493) (← links)
• 2D backward stochastic Navier-Stokes equations with nonlinear forcing (Q655328) (← links)
• A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals (Q655329) (← links)
• Malliavin calculus for backward stochastic differential equations and application to numerical solutions (Q657705) (← links)