Pages that link to "Item:Q1380556"

The following pages link to Backward stochastic differential equations with continuous coefficient (Q1380556):

Displaying 46 items.

• (Q4684437) (← links)
• Nash equilibria for nonzero-sum ergodic stochastic differential games (Q4684904) (← links)
• BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions (Q4687205) (← links)
• Weak Solutions of Forward–Backward SDE's (Q4804867) (← links)
• Semi-discrete approximations for stochastic differential equations and applications (Q4903574) (← links)
• <i>L</i>^<i>p</i>Solutions of One-Dimensional Backward Stochastic Differential Equations with Continuous Coefficients (Q4932833) (← links)
• Probabilistic methods for semilinear partial differential equations. Applications to finance (Q4933356) (← links)
• MINIMAL AND MAXIMAL BOUNDED SOLUTIONS FOR QUADRATIC BSDES WITH STOCHASTIC CONDITIONS (Q4968700) (← links)
• Optimal Investment and Dividend Strategy under Renewal Risk Model (Q5020735) (← links)
• Approximation of BSDE with non Lipschitz coefficient (Q5024368) (← links)
• (Q5044125) (← links)
• A representation for filtration-consistent nonlinear expectations and its application (Q5055194) (← links)
• BSDEs driven by time-changed Lévy noises with non-Lipschitz generators (Q5078258) (← links)
• <i>L</i>^<i>p</i> (1 &lt; <i>p</i> &lt; 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients (Q5078490) (← links)
• Quadratic reflected BSDEs and related obstacle problems for PDEs (Q5085597) (← links)
• <font><i>L^p</i></font> solutions of anticipated BSDEs with weak monotonicity and general growth generators (Q5086136) (← links)
• <i><i>L^p</i></i> <i>(1 &lt; <i>p</i> ⩽ 2)</i> solutions of one-dimensional BSDEs whose generator is weakly monotonic in <i>y</i> and non-Lipschitz in <i>z</i> (Q5087484) (← links)
• (Q5150010) (← links)
• Lp solutions of infinite time interval backward doubly stochastic differential equations (Q5157354) (← links)
• A Fourier Cosine Method for an Efficient Computation of Solutions to BSDEs (Q5254475) (← links)
• OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
• L^p (p ≥ 1) solutions of multidimensional BSDEs with monotone generators in general time intervals (Q5496371) (← links)
• Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps (Q5697668) (← links)
• Some Results on Reflected Forward-Backward Stochastic differential equations (Q5859044) (← links)
• Mean-field backward stochastic differential equations driven by <i>G</i>-Brownian motion with uniformly continuous coefficients (Q5867300) (← links)
• Anticipated backward stochastic differential equations with non-Lipschitz coefficients (Q5891561) (← links)
• Anticipated backward stochastic differential equations with non-Lipschitz coefficients (Q5896881) (← links)
• McKean-Vlasov BSDEs with locally monotone coefficient (Q6050136) (← links)
• Minimal solution of irregular barrier reflected BDSDEs with left confinuous and stochastic linear growth generators (Q6057144) (← links)
• On the uniqueness result for the BSDE with deterministic coefficient (Q6064072) (← links)
• Existence result for the BSDE with superquadratic growth (Q6089147) (← links)
• Mean-field backward doubly stochastic Volterra integral equations and their applications (Q6107309) (← links)
• Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions (Q6152039) (← links)
• \( L^1\) solution to scalar BSDEs with logarithmic sub-linear growth generators (Q6174067) (← links)
• Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition (Q6556252) (← links)
• Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values (Q6577526) (← links)
• Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator (Q6581704) (← links)
• General mean-field BSDEs with diagonally quadratic generator in multi-dimension (Q6592945) (← links)
• Backward doubly stochastic differential equations and SPDEs with quadratic growth (Q6596210) (← links)
• Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients (Q6598246) (← links)
• Doubly reflected backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients (Q6633164) (← links)
• \(L^p\) solution of reflected BSDEs with one continuous barrier and quasi-linear growth generators (Q6639486) (← links)
• \(L^p\)-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon (Q6639499) (← links)
• Existence of a weak solution to a Markovian BSDE with discontinuous coefficients (Q6643461) (← links)
• General mean-field reflected backward stochastic differential equations with locally monotone coefficients (Q6650760) (← links)
• Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on \(z\) (Q6665577) (← links)